Explore the Chi-Square Distribution, a fundamental statistical tool used to analyze the goodness of fit and independence in categorical data.
A detailed examination of the Glejser Test, a statistical method to detect heteroscedasticity by regressing the absolute values of residuals on independent variables.
The J-TEST is used in the context of the Generalized Method of Moments (GMM) to test the validity of overidentifying restrictions. It assesses if the instrumental variables are correctly specified and consistent with the model.
The Lagrange Multiplier (LM) Test, also known as the score test, is used to test restrictions on parameters within the maximum likelihood framework. It assesses the null hypothesis that the constraints on the parameters hold true.
The Likelihood Ratio Test is used to compare the fit of two statistical models using the ratio of their likelihoods, evaluated at their maximum likelihood estimates. It is instrumental in hypothesis testing within the realm of maximum likelihood estimation.
The Wald Test is a statistical method used to test restrictions on unknown parameters in a model using the maximum likelihood estimation.
