An improved likelihood ratio test for varying dispersion in exponential family nonlinear models

DOI10.1016/J.SPL.2005.08.010MaRDI QIDQ2489798zbMATH OpenOpenAlexWikidataFDO

Authors Audrey H. M. A. Cysneiros, Silvia L. P. Ferrari

Publication date 28 April 2006

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

Full work available at URL https://doi.org/10.1016/j.spl.2005.08.010

zbMATH Keywords

Bartlett correctionSimulationsNonlinear modelsLikelihood ratio testProfile likelihoodExponential familyVarying dispersion

Mathematics Subject Classification ID

General nonlinear regression (62J02) Hypothesis testing in multivariate analysis (62H15)

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• An approach to nonlinear programming
• An improved test for heteroskedasticity using adjusted modified profile likelihood inference
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• Testing for varying dispersion in exponential family nonlinear models

Cited in

(11)

• Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates
• Improved testing inference in mixed linear models
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
• Local power of some tests in exponential family nonlinear models
• Testing for varying dispersions in proper dispersion nonlinear models
• Testing for varying dispersion in exponential family nonlinear models
• Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
• Testing for varying dispersion in discrete exponential family nonlinear models
• Modified likelihood ratio statistics for inflated beta regressions
• Improved likelihood ratio statistics for exponential family nonlinear models
• scientific article; zbMATH DE number 2118912 (Why is no real title available?)

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