A Comparison of Asymptotically Equivalent Test Statistics for Regression Transformation
通过模拟比较了六种渐近等价的检验统计量在回归响应变换中的表现，发现似然比、得分和Wald统计量在零假设和功效上非常相似，且所有统计量高度正相关。
A simulation comparison is made of six asymptotically equivalent test statistics for transformation of the response in regression; the tests typically have observed sizes up to twice the nominal size. A likelihood ratio statistic, a score statistic, and a Wald statistic behave very similarly, both at the null hypothesis and in terms of power. Values of all the statistics are highly positively correlated. The greater part of any differences between the statistics is concentrated in their standard deviations.