Improved Score Tests in Symmetric Linear Regression Models

DOI10.1080/03610920701649050MaRDI QIDQ5450552zbMATH OpenOpenAlexWikidataFDO

Authors Miguel A. Uribe-Opazo, Silvia L. P. Ferrari, Gauss M. Cordeiro

Publication date 12 March 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920701649050

zbMATH Keywords

\(t\) distributionasymptotic distributionBartlett-type correctionchi-squared distributionscore testsymmetric distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Linear regression; mixed models (62J05)

Recommendations

• Corrected likelihood ratio tests in class of symmetric linear regression models
• Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
• SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS
• Corrected likelihood ratio tests in symmetric nonlinear regression models
• scientific article; zbMATH DE number 962362

Cites work

• An asymptotic expansion for the null distribution of the efficient score statistic
• Elliptically Symmetric Distributions: A Review and Bibliography
• Matrix formulae for computing improved score tests
• Properties of sufficiency and statistical tests
• Second order asymptotics for score tests in generalised linear models
• Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates

Cited in

(16)

• Corrected likelihood ratio tests in class of symmetric linear regression models
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
• Improved inference in dispersion models
• scientific article; zbMATH DE number 5119857 (Why is no real title available?)
• The score statistic for regression transformation
• Local power properties of some asymptotic tests in symmetric linear regression models
• Improved chi-squared tests for a composite hypothesis
• Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
• Improved score tests for exponential family nonlinear models
• Some Second-Order Asymptotics for Extreme Value Linear Regression Models
• scientific article; zbMATH DE number 962362 (Why is no real title available?)
• Small‐sample testing inference in symmetric and log‐symmetric linear regression models
• Directed likelihood statistic in symmetric regressions
• Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models
• Bias correction for varying mean and dispersion in heteroscedastic symmetric nonlinear models
• Higher-order approximate confidence intervals

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