Corrected score tests for exponential family nonlinear models

DOI10.1016/0167-7152(94)00246-0zbMath0881.62018WikidataQ57496595 ScholiaQ57496595MaRDI QIDQ1914276

Gauss M. Cordeiro, Silvia L. P. Ferrari

Publication date: 31 July 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00246-0

zbMATH Keywords

nonlinear models; score tests; chi-squared distribution; Bartlett correction; generalized linear models; improved score; improved score statistic

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62J12: Generalized linear models (logistic models)

62J99: Linear inference, regression

Related Items

Second order asymptotics for score tests in exponential family nonlinear models, Generalized bartlett correction, ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS, IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS, Higher-order asymptotic refinements for score tests in proper dispersion models, Improved score tests for one-parameter exponential family models, Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica, New results on the likelihood ratio and score tests for the von Mises distribution

Cites Work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A modified score test statistic having chi-squared distribution to order n⁻¹
• An asymptotic expansion for the null distribution of the efficient score statistic
• Improved likelihood ratio statistics for exponential family nonlinear models
• Estimation, large-sample parametric tests and diagnostics for non-exponential family nonlinear models
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