On the corrections to the likelihood ratio statistics
From MaRDI portal
Publication:3795055
DOI10.1093/biomet/74.2.265zbMath0649.62024OpenAlexW2065183055MaRDI QIDQ3795055
Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/74.2.265
nuisance parametergeneralized linear modelsBartlett correction factorone-parameter exponential familyAsymptotic expansionsnested hypothesescomposite alternative hypothesesimproved likelihood ratio testsdistributions of likelihood ratio statisticstesting composite null hypotheses
Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)
Related Items
Test of homogeneity of multiple parameters ⋮ Improved likelihood inference in generalized linear models ⋮ SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS ⋮ BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS ⋮ Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar ⋮ A third-order bias corrected estimate in generalized linear models ⋮ Improved profile likelihood inference ⋮ Improved score tests for exponential family nonlinear models ⋮ The restricted likelihood ratio test for autoregressive processes ⋮ Bartlett corrections for the Weibull distribution ⋮ Estimation, large-sample parametric tests and diagnostics for non-exponential family nonlinear models ⋮ Improved score tests for one-parameter exponential family models ⋮ Cumulants and Bartlett Identities in Cox Regression ⋮ Matrix formulae for computing improved score tests ⋮ Bartlett corrections for generalized linear models with dispersion covariates ⋮ Improved likelihood ratio tests for exponential censored data ⋮ Second-order covariance matrix of maximum likelihood estimates in generalized linear models. ⋮ On the corrections to information matrix tests ⋮ Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica ⋮ Bartlett-corrected tests for heteroskedastic linear models ⋮ Corrected likelihood-ratio tests in logistic regression using small-sample data ⋮ Improved likelihood inference in beta regression ⋮ BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD ⋮ Generalized bartlett correction ⋮ Improved statistical inference for exponential reliability data under type ii censoring ⋮ Power series generalized nonlinear models ⋮ General matrix formulae for computing Bartlett corrections ⋮ New results on the likelihood ratio and score tests for the von Mises distribution ⋮ Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion ⋮ Some Second-Order Asymptotics for Extreme Value Linear Regression Models ⋮ Maple script for improving test statistics ⋮ Improved inference in dispersion models ⋮ BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS ⋮ Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography ⋮ Using Maple and Mathematica to derive bias corrections for two parameter distributions ⋮ Bartlett Adjustments for Overdispersed Generalized Linear Models ⋮ A Computer Program to Improve LR Tests for Generalized Linear Models ⋮ Estimation of the parameters of the Weibull distribution for censored samples ⋮ Bartlett corrections in heteroskedastic \(t\) regression models ⋮ On bias reduction in exponential and non-exponential family regression models ⋮ Bartlett corrections and bias correction for two heteroscedastic regression models ⋮ Corrected likelihood ratio tests for von mises regression models ⋮ On the corrections to the Wald test of nonlinear restrictions ⋮ Simultaneous confidence regions for the parameters of damage processes