On testing inference in beta regressions
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Publication:5219218
DOI10.1080/00949655.2012.700456zbMath1453.62384OpenAlexW2140978056MaRDI QIDQ5219218
Marcela P. F. Queiroz, Francisco Cribari-Neto
Publication date: 9 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2012.700456
Related Items (8)
Modified likelihood ratio tests for unit gamma regressions ⋮ Skewness of maximum likelihood estimators in the varying dispersion beta regression model ⋮ On quantile residuals in beta regression ⋮ Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models ⋮ Bootstrap-based testing inference in beta regressions ⋮ Improved hypothesis testing in a general multivariate elliptical model ⋮ Nonnested hypothesis testing in the class of varying dispersion beta regressions ⋮ On bootstrap testing inference in cure rate models
Uses Software
Cites Work
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- On bartlett and bartlett-type corrections francisco cribari-neto
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