Statements (24)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:alsoKnownAs |
score test
|
| gptkbp:alternativeTo |
parameters do not satisfy constraints
|
| gptkbp:appliesTo |
maximum likelihood estimation
constrained optimization |
| gptkbp:commonIn |
statistical analysis
time series analysis |
| gptkbp:example |
gptkb:Breusch-Pagan_test
gptkb:Engle's_ARCH_test |
| gptkbp:field |
statistics
econometrics |
| gptkbp:form |
gptkb:Lagrange_multipliers
|
| https://www.w3.org/2000/01/rdf-schema#label |
Lagrange multiplier test
|
| gptkbp:introducedIn |
1940s
|
| gptkbp:namedAfter |
gptkb:Joseph-Louis_Lagrange
|
| gptkbp:nullHypothesis |
parameters satisfy constraints
|
| gptkbp:relatedTo |
gptkb:Wald_test
likelihood ratio test |
| gptkbp:statistic |
score statistic
|
| gptkbp:usedFor |
hypothesis testing
model specification testing |
| gptkbp:bfsParent |
gptkb:Wald_test
gptkb:Hausman_test |
| gptkbp:bfsLayer |
7
|