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An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model

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2008-01-01
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Pardo Llorente, María del Carmen
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Elsevier Science
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A new family of test statistics for testing linear hypotheses in baseline-category logit models is introduced and its asymptotic distribution is obtained. The new family is a natural extension of the classical likelihood ratio test. A simulation study is carried out to find new test statistics that offer an attractive alternative to the classical likelihood ratio test in terms of both exact size and exact power.
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