Asymptotic results for a conditional Poisson log-linear model

A minimum modified transformed chi-square estimator for the conditional Poisson log-linear model subject to general linear exact and stochastic constraints is defined. Lagrange multiplier and Wald tests are given for the general exact linear hypothesis and the general stochastic linear hypothesis. The asymptotic distributions of the estimator and test statistics are presented.

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Year of publication:	1989
Authors:	Bonett, Douglas G. ; Bentler, P. M. ; Woodward, J. Arthur
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 7.1989, 4, p. 267-270
Publisher:	Elsevier
Keywords:	conditional Poisson exact constraints minimum chi-square estimation stochastic constraints Lagrange multiplier test Wald test

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254650