Bartlett corrections for generalized linear models with dispersion covariates

DOI10.1080/03610929708831916zbMath0925.62313OpenAlexW2069597094MaRDI QIDQ4337316

Denise A. Botter, Gauss M. Cordeiro

Publication date: 18 November 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708831916

zbMATH Keywords

likelihood ratio statisticexponential familychi-squared distributionBartlett correctiongeneralized linear modeldispersion parameter

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Related Items

Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar, Improved gradient statistic in heteroskedastic generalized linear models, Improved estimators for a general class of beta regression models, Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models, Bartlett Adjustments for Overdispersed Generalized Linear Models, Bartlett corrections in heteroskedastic \(t\) regression models, Corrected likelihood ratio tests for von mises regression models

Uses Software

• Maple
• Mathematica

Cites Work

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• Properties of sufficiency and statistical tests