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Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression
Frontiers in Psychology
Within the framework of constrained statistical inference, we can test informative hypotheses, in which, for example, regression coefficients are constrained to have a certain direction or be in a specific order. A large amount of frequentist informative test statistics exist that each come with different versions, strengths and weaknesses. This paper gives an overview about these statistics, including the Wald, the LRT, the Score, the F¯- and the D-statistic. Simulation studies are presenteddoi:10.3389/fpsyg.2022.899165 fatcat:z7uaqpodhjgmtnxxespifjzzt4