Bartlett corrections and bias correction for two heteroscedastic regression models (Q3137535)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bartlett corrections and bias correction for two heteroscedastic regression models |
scientific article |
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Bartlett corrections and bias correction for two heteroscedastic regression models (English)
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19 December 1993
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bias correction
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chi-squared distributed
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improved likelihood ratio tests
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matrix notation
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general Bartlett correction formulae
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multiplicative and dependent variables heteroscedastic regression models
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closed-form expressions
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simulation
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maximum likelihood estimates
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