Title

Wald Type Tests with the Wrong Dispersion Matrix

Presenter Information/ Coauthors Information

Kosman Rajapaksha, Augustana UniversityFollow

Presentation Type

Poster

Student

No

Track

Methodology

Abstract

A Wald type test with the wrong dispersion matrix is used when the dispersion matrix is not a consistent estimator of the asymptotic covariance matrix of the test statistic. One class of such tests occurs when there are $p$ groups and it is assumed that the population covariance matrices from the $p$ groups are equal, but the common covariance matrix assumption does not hold. The pooled $t$ test, one-way ANOVA $F$ test, and one-way MANOVA $F$ test are examples of this class. Another class of such tests is used for weighted least squares. Two bootstrap confidence regions are modified to obtain large sample Wald-type tests with the wrong dispersion matrix.

Start Date

2-8-2022 1:00 PM

End Date

2-8-2022 2:00 PM

This document is currently not available here.

Share

COinS
 
Feb 8th, 1:00 PM Feb 8th, 2:00 PM

Wald Type Tests with the Wrong Dispersion Matrix

A Wald type test with the wrong dispersion matrix is used when the dispersion matrix is not a consistent estimator of the asymptotic covariance matrix of the test statistic. One class of such tests occurs when there are $p$ groups and it is assumed that the population covariance matrices from the $p$ groups are equal, but the common covariance matrix assumption does not hold. The pooled $t$ test, one-way ANOVA $F$ test, and one-way MANOVA $F$ test are examples of this class. Another class of such tests is used for weighted least squares. Two bootstrap confidence regions are modified to obtain large sample Wald-type tests with the wrong dispersion matrix.