Improved Likelihood Ratio Tests for Dispersion Models

DOI10.2307/1403512zbMath0833.62017OpenAlexW2335627523MaRDI QIDQ4850148

Gauss M. Cordeiro, Denise A. Botter, Gilberto A. Paula

Publication date: 20 March 1996

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403512

zbMATH Keywords

information matrixchi-squared distributionmaximum likelihood estimatedeviancedispersion modelsclosed-form Bartlett correctionsimproved likelihood ratio testsexpected likelihood ratio statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12)

Related Items

On diagnostics in double generalized linear models ⋮ Bartlett-type corrections for some score tests in proper dispersion models ⋮ BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS ⋮ Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar ⋮ An introduction to Bent Jørgensen's ideas ⋮ A general expression for second-order covariance matrices -- an application to dispersion models ⋮ Bartlett corrections in Birnbaum–Saunders nonlinear regression models ⋮ Generalized bartlett correction ⋮ Skewness of maximum likelihood estimators in dispersion models ⋮ Higher-order asymptotic refinements for score tests in proper dispersion models ⋮ Some Second-Order Asymptotics for Extreme Value Linear Regression Models ⋮ Improved inference in dispersion 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

• REDUCE

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