Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices

DOI10.1016/J.JMVA.2013.07.016MaRDI QIDQ391878zbMATH OpenOpenAlexFDO

Authors Masahiro Kojima, Tatsuya Kubokawa

Publication date 13 January 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2013.07.016

zbMATH Keywords

Bartlett-type adjustmentlinear mixed modelsparametric bootstrap

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

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Cites work

• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Bartlett's correction and the bootstrap in normal linear regression models
• Estimation of the mean of a multivariate normal distribution
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• On measuring the variability of small area estimators under a basic area level model
• On measuring uncertainty of small area estimators with higher order accuracy
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited in

(8)

• A Bartlett adjustment to the likelihood ratio test for a system of equations
• Bootstrap Bartlett adjustment on decomposed variance-covariance matrix of seemingly unrelated regression model
• scientific article; zbMATH DE number 4020239 (Why is no real title available?)
• Higher order monotone Bartlett-type adjustment for some multivariate test statistics
• Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
• scientific article; zbMATH DE number 7829050 (Why is no real title available?)
• Adjusted closed-form confidence interval formulas for network meta-analysis with a small number of studies
• Asymptotic expansions for several GEL-based test statistics and hybrid Bartlett-type correction with bootstrap

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