Corrected modified profile likelihood heteroskedasticity tests

DOI10.1016/S0167-7152(02)00087-1zbMath1023.62064WikidataQ57496581 ScholiaQ57496581MaRDI QIDQ1613088

Silvia L. P. Ferrari, Francisco Cribari-Neto

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testnuisance parametersBartlett correctionprofile likelihoodheteroskedasticity

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items

An improved likelihood ratio test for varying dispersion in exponential family nonlinear models, An improved test for heteroskedasticity using adjusted modified profile likelihood inference, Modified likelihood ratio statistics for inflated beta regressions

Uses Software

• Ox

Cites Work

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• On bartlett and bartlett-type corrections francisco cribari-neto
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression