An improved likelihood ratio test for varying dispersion in exponential family nonlinear models

DOI10.1016/j.spl.2005.08.010zbMath1085.62073OpenAlexW1998813754WikidataQ57496555 ScholiaQ57496555MaRDI QIDQ2489798

Audrey H. M. A. Cysneiros, Silvia L. P. Ferrari

Publication date: 28 April 2006

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

Full work available at URL: https://doi.org/10.1016/j.spl.2005.08.010

zbMATH Keywords

SimulationsExponential familyLikelihood ratio testBartlett correctionNonlinear modelsProfile likelihoodVarying dispersion

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

Related Items (5)

Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models ⋮ Local power of some tests in exponential family nonlinear models ⋮ Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models ⋮ Improved testing inference in mixed linear models ⋮ Modified likelihood ratio statistics for inflated beta regressions

Uses Software

• Ox

Cites Work

• An improved test for heteroskedasticity using adjusted modified profile likelihood inference
• Testing for varying dispersion in exponential family nonlinear models
• Exponential family nonlinear models
• Corrected modified profile likelihood heteroskedasticity tests
• An approach to nonlinear programming
• Numerical Optimization
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