A Bartlett adjustment to the likelihood ratio test for a system of equations

DOI10.1016/0304-4076(94)01615-7zbMath0813.62094OpenAlexW2107257263MaRDI QIDQ1347102

Clifford L. F. Attfield

Publication date: 6 June 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01615-7

zbMATH Keywords

nonlinear modelasymptotic expansionlikelihood ratio test statisticmultivariate linear modellinear restrictionsBartlett adjustmentparameter restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar ⋮ On bartlett and bartlett-type corrections francisco cribari-neto ⋮ Bartlett adjustments for systems of linear equations with linear restrictions ⋮ Simulation based finite and large sample tests in multivariate regressions ⋮ Highly accurate likelihood analysis for the seemingly unrelated regression problem

Cites Work

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• Bootstrap methods: another look at the jackknife
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• A New Family of Probability Distributions With Applications to Monte Carlo Studies
• The Elimination Matrix: Some Lemmas and Applications
• Properties of sufficiency and statistical tests
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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