Improved test statistics for multivariate regression

DOI10.1016/0165-1765(95)00669-7zbMath0875.62296OpenAlexW2048034214MaRDI QIDQ672558

Spyros G. Zarkos, Francisco Cribari-Neto

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(95)00669-7

zbMATH Keywords

Wald testEdgeworth expansionLikelihood ratio testBartlett correctionLagrange multiplier testC12Multivariate regression

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (8)

Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar ⋮ Improved score tests for exponential family nonlinear models ⋮ Improved score tests for one-parameter exponential family models ⋮ Corrected score tests for exponential censored data ⋮ Exact testing in multivariate regression ⋮ Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models ⋮ Bartlett corrections in Birnbaum–Saunders nonlinear regression models ⋮ Corrected likelihood ratio tests for von mises regression models

Cites Work

• Approximations to noncentral distributions
• A modified score test statistic having chi-squared distribution to order n⁻¹
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model

This page was built for publication: Improved test statistics for multivariate regression