Corrected score tests for exponential family nonlinear models

DOI10.1016/0167-7152(94)00246-0zbMath0881.62018OpenAlexW2020728177WikidataQ57496595 ScholiaQ57496595MaRDI QIDQ1914276

Gauss M. Cordeiro, Silvia L. P. Ferrari

Publication date: 31 July 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00246-0

zbMATH Keywords

nonlinear modelsscore testschi-squared distributionBartlett correctiongeneralized linear modelsimproved scoreimproved score statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12) Linear inference, regression (62J99)

Related Items

IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS, Improved score tests for one-parameter exponential family models, Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica, Second order asymptotics for score tests in exponential family nonlinear models, Generalized bartlett correction, New results on the likelihood ratio and score tests for the von Mises distribution, Higher-order asymptotic refinements for score tests in proper dispersion models, ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS

Cites Work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A modified score test statistic having chi-squared distribution to order n⁻¹
• An asymptotic expansion for the null distribution of the efficient score statistic
• Improved likelihood ratio statistics for exponential family nonlinear models
• Estimation, large-sample parametric tests and diagnostics for non-exponential family nonlinear models
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