Consider the Three Approaches to Conducting Hypothesis Tests Under the Maximum

question 17

Multiple Choice

Consider the three approaches to conducting hypothesis tests under the maximum likelihood framework. Which of the following statements are true?
(I) The Wald test is based on estimation only under the null hypothesis
(ii) The likelihood ratio test is based on estimation under both the null and the alternative hypotheses
(iii) The lagrange multiplier test is based on estimation under the alternative hypothesis only
(iv) The usual t and F-tests are examples of Wald tests

• A) (ii) and (iv) only
• B) (i) and (iii) only
• C) (i), (ii), and (iv) only
• D) (i), (ii), (iii), and (iv)

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