Bartlett corrections and bias correction for two heteroscedastic regression models

DOI10.1080/03610929308831012MaRDI QIDQ3137535zbMATHOpenAlexFDO

Authors Gauss M. Cordeiro

Publication date 19 December 1993

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

Full work available at URL https://doi.org/10.1080/03610929308831012

zbMATH Keywords

simulationbias correctionmaximum likelihood estimatesclosed-form expressionsmatrix notationchi-squared distributedgeneral Bartlett correction formulaeimproved likelihood ratio testsmultiplicative and dependent variables heteroscedastic regression models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• Correcting Inhomogeneity of Variance with Power Transformation Weighting
• Diagnostics for heteroscedasticity in regression
• On the corrections to the likelihood ratio statistics
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Using residuals robustly I: Tests for heteroscedasticity, nonlinearity

Cited in

(28)

• Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
• Bartlett corrections for generalized linear models with dispersion covariates
• An improved lagrange multiplier test for heteroskedasticity
• Bias Correction in Generalized Nonlinear Models with Dispersion Covariates
• An introduction to Bartlett correction and bias reduction
• Sample Size Corrections for the Maximum Partial Likelihood Estimator
• Improved score tests for one-parameter exponential family models
• Improved likelihood ratio tests for exponential censored data
• Generalized bartlett correction
• scientific article; zbMATH DE number 7008162 (Why is no real title available?)
• Bartlett corrections in Birnbaum–Saunders nonlinear regression models
• BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Bias evaluation in the proportional hazards model
• An improved test for heteroskedasticity using adjusted modified profile likelihood inference
• BIAS in linear regression models with unknown covariance matrix
• Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models
• On bartlett and bartlett-type corrections francisco cribari-neto
• Corrected modified profile likelihood heteroskedasticity tests
• Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
• Corrected Estimators in Extended Quasi-Likelihood Models
• Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
• Bartlett corrections in heteroskedastic \(t\) regression models
• Improved statistical inference for exponential reliability data under type ii censoring
• Corrected likelihood ratio tests for von mises regression models
• Bias-corrected maximum likelihood estimation for the beta distribution
• Generalized Weibull Linear Models
• Improved estimators for generalized linear models with dispersion covariates
• Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model

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