On the level-error after Bartlett adjustment of the likelihood ratio statistic
From MaRDI portal
Publication:3779575
DOI10.1093/biomet/75.2.374zbMath0638.62019OpenAlexW4371659814MaRDI QIDQ3779575
Hall, Peter, Ole Eiler Barndorff-Nielsen
Publication date: 1988
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/75.2.374
Related Items (49)
Corrected modified profile likelihood heteroskedasticity tests ⋮ Improvement of the test of independence among groups of factors in a multi-way contingency table ⋮ On the accuracy of empirical likelihood confidence regions for linear regression model ⋮ A Bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative ⋮ Assessing parameter uncertainty via bootstrap likelihood ratio confidence regions ⋮ Asymptotic distribution of statistics based on quadratic entropy and bootstrapping ⋮ A Bartlett adjustment to the likelihood ratio test for a system of equations ⋮ Empirical likelihood in some semiparametric models ⋮ Detecting difference between coefficients in linear model using jackknife empirical likelihood ⋮ On the non-existence of a Bartlett correction for unit root tests ⋮ New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test ⋮ Higher-order asymptotic refinements in the multivariate Dirichlet regression model ⋮ Performance of bartlett adjustment for certain likelihood ratio tests ⋮ Transformed goodness-of-fit statistics for a generalized linear model of binary data ⋮ Transformed statistics for tests of conditional independence in \(J \times K \times L\) contingency tables ⋮ A review on empirical likelihood methods for regression ⋮ Jointly pooling aggregated effect sizes and their standard errors from studies with continuous clinical outcomes ⋮ The role of score and information bias in panel data likelihoods ⋮ A parameterisation-invariant modification of the score test ⋮ Fundamental equations for statistical submanifolds with applications to the Bartlett correction ⋮ On the accuracy of empirical likelihood confidence intervals forM-Functionals ⋮ A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics ⋮ Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process ⋮ Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models ⋮ Improved transformed statistics for the test of independence in \(r\times s\) contingency tables ⋮ The Berry-Esséen theorem for the subject-years method in mortality analysis with censored data ⋮ Transformations with improved chi-squared approximations ⋮ Bartlett corrections in Birnbaum–Saunders nonlinear regression models ⋮ BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD ⋮ Small sample inference for the fixed effects in the mixed linear model ⋮ Improved testing inference in mixed linear models ⋮ Empirical likelihood for the two-sample mean problem ⋮ Modifications of the Rayleigh and Bingham tests for uniformity of directions ⋮ A note on the likelihood-ratio statistic under model misspecification ⋮ Improved transformed deviance statistic for testing a logistic regression model ⋮ Improved additive adjustments for the LR/ELR test statistics ⋮ Parametric robust inference about regression parameters for the correlation coefficient ⋮ Rao's statistic for homogeneity of multiple parameter ⋮ An improved test for heteroskedasticity using adjusted modified profile likelihood inference ⋮ Test for homogeneity with unordered paired observations ⋮ ROUTES TO HIGHER-ORDER ACCURACY IN PARAMETRIC INFERENCE ⋮ Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables ⋮ Bartlett-type modification for Rao's efficient score statistic ⋮ Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography ⋮ Resampling calibrated adjusted empirical likelihood ⋮ Bartlett corrections in heteroskedastic \(t\) regression models ⋮ Bartlett-type adjustments for empirical discrepancy test statistics ⋮ A likelihood ratio test for the equality of proportions of two normal populations ⋮ Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
This page was built for publication: On the level-error after Bartlett adjustment of the likelihood ratio statistic