Bartlett corrections and bias correction for two heteroscedastic regression models
DOI10.1080/03610929308831012zbMATH Open0777.62058OpenAlexW2084190408MaRDI QIDQ3137535FDOQ3137535
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
Recommendations
- scientific article; zbMATH DE number 1356595
- scientific article; zbMATH DE number 1138589
- Bartlett corrections in heteroskedastic \(t\) regression models
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
- Bartlett-corrected tests for heteroskedastic linear models
simulationbias correctionmaximum likelihood estimatesclosed-form expressionsmatrix notationchi-squared distributedgeneral Bartlett correction formulaeimproved likelihood ratio testsmultiplicative and dependent variables heteroscedastic regression models
Cites Work
- Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Diagnostics for heteroscedasticity in regression
- A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
- Correcting Inhomogeneity of Variance with Power Transformation Weighting
- On the corrections to the likelihood ratio statistics
Cited In (27)
- Corrected modified profile likelihood heteroskedasticity tests
- Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models
- An improved lagrange multiplier test for heteroskedasticity
- BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
- Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
- Title not available (Why is that?)
- Improved likelihood ratio tests for exponential censored data
- Bartlett corrections in Birnbaum–Saunders nonlinear regression models
- Sample Size Corrections for the Maximum Partial Likelihood Estimator
- Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
- Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
- Improved statistical inference for exponential reliability data under type ii censoring
- Generalized Weibull Linear Models
- Improved score tests for one-parameter exponential family models
- On bartlett and bartlett-type corrections francisco cribari-neto
- Corrected Estimators in Extended Quasi-Likelihood Models
- Bartlett corrections in heteroskedastic \(t\) regression models
- Improved estimators for generalized linear models with dispersion covariates
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference
- Bias-corrected maximum likelihood estimation for the beta distribution
- Bias Correction in Generalized Nonlinear Models with Dispersion Covariates
- BIAS in linear regression models with unknown covariance matrix
- Bartlett corrections for generalized linear models with dispersion covariates
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
- Bias evaluation in the proportional hazards model
- Corrected likelihood ratio tests for von mises regression models
- Generalized bartlett correction
This page was built for publication: Bartlett corrections and bias correction for two heteroscedastic regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3137535)
