A Bartlett adjustment to the likelihood ratio test for homoskedasticity in the linear model

DOI10.1016/0165-1765(91)90118-5zbMATH Open0729.62629OpenAlexW2008643662WikidataQ126781768 ScholiaQ126781768MaRDI QIDQ806913FDOQ806913

Authors: C. L. F. Attfield 

Publication date: 1991

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90118-5

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Properties of sufficiency and statistical tests
• Title not available (Why is that?)
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Cited In (4)

• An improved lagrange multiplier test for heteroskedasticity
• BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Bartlett corrections for generalized linear models with dispersion covariates
• Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar

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