An improved test for heteroskedasticity using adjusted modified profile likelihood inference
DOI10.1016/S0378-3758(03)00210-6zbMATH Open1047.62068WikidataQ57496572 ScholiaQ57496572MaRDI QIDQ90741FDOQ90741
Authors: Silvia L. P. Ferrari, Audrey H. M. A. Cysneiros, Francisco Cribari-Neto, Silvia L. P. Ferrari, Audrey H. M. A. Cysneiros, Francisco Cribari-Neto 
Publication date: September 2004
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
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Cites Work
- Title not available (Why is that?)
- Corrected modified profile likelihood heteroskedasticity tests
- Introduction to linear regression analysis.
- Bartlett corrections and bias correction for two heteroscedastic regression models
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- On the level-error after Bartlett adjustment of the likelihood ratio statistic
- Title not available (Why is that?)
- On bartlett and bartlett-type corrections francisco cribari-neto
- Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
Cited In (10)
- Corrected modified profile likelihood heteroskedasticity tests
- An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
- Improved score tests for exponential family nonlinear models
- Improved testing inference in mixed linear models
- Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
- Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances
- Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates
- Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
- skedastic
- Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
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