Topic: Wald, Score, and Likelihood-Ratio Tests

The Scalar Score Test

Regular Likelihood Tests Under Smooth Null Restrictions

Parameterization Dependence of Wald Tests

Likelihood-Ratio Tests for Nested Models

Likelihood-Ratio Tests of Logistic Regression Restrictions

Local Power of Wald, Score, and Likelihood-Ratio Tests

First-Order Equivalence of Wald, Score, and Likelihood-Ratio Tests

Degrees of Freedom from the Rank of Restrictions

Computing the Three Tests from Restricted and Unrestricted Fits

Comparing the Three Tests for a Bernoulli Success Probability