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2
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2
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Statistical comparison of (covariance) matrices
I am trying to test whether the covariance matrix for the maximum likelihood estimates for a gaussian general linear model approaches the inverse Fisher information matrix (times 1/n , n being the ...
- 173
1
vote
1
answer
602
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Different version of Wald test statistic formula
I came across two formulas for the Wald test statistic in a maximum likelihood framework:
One has $(R\hat{\theta}-r)'(RI_n^{-1}R')^{-1}(R\hat{\theta}-r)$, where $I_n^{-1}$ is the inverse of the ...
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