Anderson–Rubin test

GPTKB entity

Statements (18)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:alternativeTo gptkb:Wald_test
Lagrange Multiplier test
Likelihood Ratio test
gptkbp:appliesTo linear models
gptkbp:category hypothesis test
gptkbp:field statistics
econometrics
https://www.w3.org/2000/01/rdf-schema#label Anderson–Rubin test
gptkbp:introduced 1949
gptkbp:namedAfter gptkb:Herman_Rubin
gptkb:Theodore_W._Anderson
gptkbp:publishedIn gptkb:Annals_of_Mathematical_Statistics
gptkbp:robust_to weak instruments
gptkbp:usedFor testing overidentifying restrictions
instrumental variables regression
gptkbp:bfsParent gptkb:Anderson_and_Rubin
gptkbp:bfsLayer 7