An improved test for heteroskedasticity using adjusted modified profile likelihood inference

DOI10.1016/S0378-3758(03)00210-6MaRDI QIDQ90741zbMATH OpenWikidataFDO

Authors Silvia L. P. Ferrari, Audrey H. M. A. Cysneiros, Francisco Cribari-Neto, Silvia L. P. Ferrari, Audrey H. M. A. Cysneiros, Francisco Cribari-Neto

Publication date September 2004

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

profile likelihoodBartlett correctionnuisance parameters

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 597905 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Bartlett corrections and bias correction for two heteroscedastic regression models
• Corrected modified profile likelihood heteroskedasticity tests
• Introduction to linear regression analysis.
• On bartlett and bartlett-type corrections francisco cribari-neto
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

Cited in

(10)

• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Improved testing inference in mixed linear models
• An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
• Improved score tests for exponential family nonlinear models
• Corrected modified profile likelihood heteroskedasticity tests
• Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
• skedastic
• Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances
• Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models

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• Ox

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