An improved test for heteroskedasticity using adjusted modified profile likelihood inference

DOI10.1016/s0378-3758(03)00210-6zbMath1047.62068WikidataQ57496572 ScholiaQ57496572MaRDI QIDQ90741

Audrey H. M. A. Cysneiros, Francisco Cribari-Neto, Silvia L. P. Ferrari, Audrey H. M. A. Cysneiros, Silvia L. P. Ferrari, Francisco Cribari-Neto

Publication date: September 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

nuisance parametersBartlett correctionprofile likelihood

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Related Items (7)

Improved score tests for exponential family nonlinear models ⋮ Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models ⋮ Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances ⋮ Improved testing inference in mixed linear models ⋮ An improved likelihood ratio test for varying dispersion in exponential family nonlinear models ⋮ skedastic ⋮ Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates

Uses Software

• Ox

Cites Work

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• Corrected modified profile likelihood heteroskedasticity tests
• Bartlett corrections and bias correction for two heteroscedastic regression models
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• On bartlett and bartlett-type corrections francisco cribari-neto
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

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