Bartlett corrections and bias correction for two heteroscedastic regression models

DOI10.1080/03610929308831012zbMath0777.62058OpenAlexW2084190408MaRDI QIDQ3137535

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

simulationmaximum likelihood estimatesclosed-form expressionsbias correctionmatrix 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)

Related Items (24)

Corrected modified profile likelihood heteroskedasticity tests ⋮ Improved estimators for generalized linear models with dispersion covariates ⋮ BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS ⋮ Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar ⋮ Improved score tests for one-parameter exponential family models ⋮ Corrected Estimators in Extended Quasi-Likelihood Models ⋮ An improved lagrange multiplier test for heteroskedasticity ⋮ Bartlett corrections for generalized linear models with dispersion covariates ⋮ Bias Correction in Generalized Nonlinear Models with Dispersion Covariates ⋮ Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model ⋮ Improved likelihood ratio tests for exponential censored data ⋮ Bias-corrected maximum likelihood estimation for the beta distribution ⋮ On bartlett and bartlett-type corrections francisco cribari-neto ⋮ Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models ⋮ Generalized bartlett correction ⋮ Improved statistical inference for exponential reliability data under type ii censoring ⋮ BIAS in linear regression models with unknown covariance matrix ⋮ An improved test for heteroskedasticity using adjusted modified profile likelihood inference ⋮ Generalized Weibull Linear Models ⋮ Sample Size Corrections for the Maximum Partial Likelihood Estimator ⋮ Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models ⋮ Bias evaluation in the proportional hazards model ⋮ Bartlett corrections in heteroskedastic \(t\) regression models ⋮ Corrected likelihood ratio tests for von mises regression models

Cites Work

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

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