Automated Hypothesis Tests and Standard Errors for Nonstandard Problems

A general computer program is described that will compute asymptotic standard errors and carry out significance tests for an endless variety of (standard and) nonstandard large-sample statistical problems, without requiring the statistician to derive asymptotic standard error formulas. The program assumes that the observations have a multinormal distribution and that the null hypothesis to be tested has the form g = 0 where g is some function (to be specified by the user) of means, variances, and covariances. Only minor reprogramming is required to replace either or both of these assumptions.