Bartlett's correction and the bootstrap in normal linear regression models

DOI10.1016/0165-1765(90)90011-OzbMath1384.62245OpenAlexW2094228317MaRDI QIDQ1676745

Robert K. Rayner

Publication date: 9 November 2017

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

Full work available at URL: https://doi.org/10.1016/0165-1765(90)90011-o

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (3)

Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices ⋮ Resampling methods for tests in regression models with autocorrelated errors ⋮ Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods

Cites Work

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• Bootstrap methods: another look at the jackknife
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
• Properties of sufficiency and statistical tests

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