We develop a new form of the information matrix test for a wide variety of statistical models, and present full details for the special case of univariate nonlinear regression models. Chesher (1984) showed that the implicit alternative of the information matrix test is a model with random...

We study several tests for the coefficient of the single right-hand-side endogenous variable in a linear equation estimated by instrumental variables. We show that writing all the test statistics--Student's t, Anderson--Rubin, the LM statistic of Kleibergen and Moreira (K), and likelihood ratio...