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Wald test
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Wald test
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理学
假设检验
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Wald test
Wald检验
先对无约束模型得到参数的极大似然估计值,再代入约束条件以检查约束条件是否成立的检验。其基本思想:如果约束是有效的,利用极大似然估计量具有相合性,那么在没有约束情况下所得到的参数极大似然估计量应该渐近地满足约束条件。
Mathematics
Wald test
瓦尔德检验
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