ON IMPROVING THE χ2APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS

DOI10.1081/STA-120014910MaRDI QIDQ4449076zbMATH OpenOpenAlexFDO

Authors Audrey H. M. A. Cysneiros, Gauss M. Cordeiro

Publication date 4 February 2004

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120014910

zbMATH Keywords

Asymptotic distributionBartlett correctionBartlett-type correctionChi-squared distributionLocation-scale modelMaximum likelihood estimateScore test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Recommendations

• BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
• Performance of the Bartlett and Bartlett-type corrections in some location-scale nonlinear models
• Corrected likelihood ratio tests in symmetric nonlinear regression models

Cites work

• An asymptotic expansion for the null distribution of the efficient score statistic
• BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Bartlett-type corrections for some score tests in proper dispersion models
• Corrected score tests for exponential family nonlinear models
• Higher order asymptotics.
• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• On bartlett and bartlett-type corrections francisco cribari-neto
• On the validity of the formal Edgeworth expansion
• Second order asymptotics for score tests in generalised linear models

Cited in

(15)

• A scaled difference chi-square test statistic for moment structure analysis
• Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses
• Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• Improved chi-squared tests for a composite hypothesis
• scientific article; zbMATH DE number 472965 (Why is no real title available?)
• Second order asymptotics for score tests in exponential family nonlinear models
• On the robustness of analytical and bootstrtap corrections to score tests in regressios models
• Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
• The size and power of analytical amd bootstrap corrections to score tests in regression models
• Score-type statistics in pattern classification
• Matrix formulae for computing improved score tests
• Some Second-Order Asymptotics for Extreme Value Linear Regression Models
• Performance of the Bartlett and Bartlett-type corrections in some location-scale nonlinear models
• Ensuring positiveness of the scaled difference chi-square test statistic

Describes a project that uses

Uses Software

• GLIM
• IMSL Numerical Libraries

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