Improved likelihood ratio statistics for exponential family nonlinear models
From MaRDI portal
Publication:3813077
DOI10.1093/biomet/76.1.93zbMath0663.62068OpenAlexW2031922751MaRDI QIDQ3813077
Gilberto A. Paula, Gauss M. Cordeiro
Publication date: 1989
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/76.1.93
asymptotic expansionadjustment factorchi-squared distributiondeviancenormal modelsimproved likelihood ratio testsBartlett adjustment formulaeexpected likelihood ratio statisticexponential family nonlinear model
Related Items
Local power and size properties of the LR, Wald, score and gradient tests in dispersion models ⋮ BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS ⋮ RAO'S SCORE TESTS IN SURVIVAL ANALYSIS: EXAMPLES AND BARTLETT TYPE ADJUSTMENTS ⋮ Corrected score tests for exponential family nonlinear models ⋮ Estimation, large-sample parametric tests and diagnostics for non-exponential family nonlinear models ⋮ Asymptotic adjustments of Pearson residuals in exponential family nonlinear models ⋮ Local power properties of some asymptotic tests in symmetric linear regression models ⋮ Bias and skewness in a general extreme-value regression model ⋮ Local power of some tests in exponential family nonlinear models ⋮ A note on the local power of the LR, Wald, score and gradient tests ⋮ Covariance Matrix Formula for Exponential Family Nonlinear Models ⋮ Second order asymptotics for score tests in exponential family nonlinear models ⋮ An introduction to Bent Jørgensen's ideas ⋮ Generalized bartlett correction ⋮ Improved statistical inference for exponential reliability data under type ii censoring ⋮ Power series generalized nonlinear models ⋮ The distribution of Pearson residuals in generalized linear models ⋮ Birnbaum-Saunders nonlinear regression models ⋮ Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models ⋮ Improved estimators for a general class of beta regression models ⋮ Skewness of maximum likelihood estimators in dispersion models ⋮ On diagnostics in symmetrical nonlinear models ⋮ Bias-corrected estimators for dispersion models with dispersion covariates ⋮ Higher-order asymptotic refinements for score tests in proper dispersion models ⋮ Some Second-Order Asymptotics for Extreme Value Linear Regression Models ⋮ Diagnostics in Nonlinear Negative Binomial Models ⋮ Bartlett-type modification for Rao's efficient score statistic ⋮ Adjusted Pearson residuals in exponential family nonlinear models ⋮ Asymptotic Skewness in Exponential Family Nonlinear Models ⋮ Bartlett Adjustments for Overdispersed Generalized Linear Models ⋮ Bartlett corrections in heteroskedastic \(t\) regression models ⋮ Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates ⋮ Applied regression analysis bibliography update 1988-89 ⋮ Bias correction for exponential family nonlinear modles
