Bartlett corrections to likelihood ratio tests

DOI10.1093/biomet/82.2.433zbMath0825.62385OpenAlexW2061321401MaRDI QIDQ4842937

Andrew Chesher, Richard J. Smith

Publication date: 28 November 1995

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/82.2.433

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Related Items (5)

Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar ⋮ A proof of independent Bartlett correctability of nested likelihood ratio tests ⋮ Corrected likelihood-ratio tests in logistic regression using small-sample data ⋮ BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD ⋮ Asymptotic expansions of the distributions of some test statistics in generalized linear models

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