Improved score tests for exponential family nonlinear models

DOI10.1080/03610926.2019.1710202OpenAlexW3004948326MaRDI QIDQ5078581

Manoel Santos-Neto, Denise A. Botter, Alexsandro B. Cavalcanti, Lúcia P. Barroso

Publication date: 23 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1710202

zbMATH Keywords

nonlinear modelMonte Carlo simulationscore testexponential familyBartlett-type correction

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• Ox

Cites Work

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• An improved test for heteroskedasticity using adjusted modified profile likelihood inference
• Some corrections of the score test statistic for Gaussian ARMA models
• Improved test statistics for multivariate regression
• Bartlett-corrected tests for heteroskedastic linear models
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Corrected likelihood ratio tests in class of symmetric linear regression models
• Improved likelihood inference in generalized linear models
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
• Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
• Improved inference in dispersion models
• A modified score test statistic having chi-squared distribution to order n⁻¹
• An asymptotic expansion for the null distribution of the efficient score statistic
• On the corrections to the likelihood ratio statistics
• Improved estimators for generalized linear models with dispersion covariates
• Improved Small Sample Inference in the Mixed Linear Model: Bartlett Correction and Adjusted Likelihood
• Second order asymptotics for score tests in generalised linear models
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Bartlett corrections in Birnbaum–Saunders nonlinear regression models
• Bartlett-type corrections for some score tests in proper dispersion models
• Improved Score Tests in Symmetric Linear Regression Models
• Small‐sample testing inference in symmetric and log‐symmetric linear regression models

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