Bartlett's correction and the bootstrap in normal linear regression models

DOI10.1016/0165-1765(90)90011-OMaRDI QIDQ1676745zbMATH OpenOpenAlexFDO

Authors Robert K. Rayner

Publication date 9 November 2017

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(90)90011-o

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3930124 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• Bootstrap methods: another look at the jackknife
• Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Properties of sufficiency and statistical tests

Cited in

(10)

• Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
• Resampling methods for tests in regression models with autocorrelated errors
• Bootstrap tests for generalized least squares regression models
• A note on Bartlett correction factor for tests on cointegrating relations
• Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods
• Bartlett corrections in Birnbaum–Saunders nonlinear regression models
• Bootstrap Bartlett correction in inflated beta regression
• The size and power of analytical amd bootstrap corrections to score tests in regression models
• Bartlett corrections in heteroskedastic \(t\) regression models
• Bootstrap Bartlett adjustment on decomposed variance-covariance matrix of seemingly unrelated regression model

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