Bartlett corrections to likelihood ratio tests

DOI10.1093/BIOMET/82.2.433zbMATH Open0825.62385OpenAlexW2061321401MaRDI QIDQ4842937FDOQ4842937

Authors: Andrew Chesher, Richard J. Smith 

Publication date: 28 November 1995

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/82.2.433

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Cited In (5)

• Asymptotic expansions of the distributions of some test statistics in generalized linear models
• Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
• Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
• Corrected likelihood-ratio tests in logistic regression using small-sample data
• A proof of independent Bartlett correctability of nested likelihood ratio tests

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