Bartlett corrections to likelihood ratio tests

DOI10.1093/BIOMET/82.2.433MaRDI QIDQ4842937zbMATH OpenOpenAlexFDO

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
• A proof of independent Bartlett correctability of nested likelihood ratio tests
• Corrected likelihood-ratio tests in logistic regression using small-sample data

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