Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
20/10/2012
20/10/2012
2010
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| Resumo |
We present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score statistics follow more closely a chi (2) distribution than the classical score statistic. Our simulation results indicate that the corrected score tests display smaller size distortions than the original score test. We also compare the sizes and the powers of the corrected score tests with bootstrap-based score tests. Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) CNPq FAPESP Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) FACEPE FACEPE |
| Identificador |
STATISTICAL PAPERS, v.51, n.2, p.273-284, 2010 0932-5026 http://producao.usp.br/handle/BDPI/30465 10.1007/s00362-008-0158-8 |
| Idioma(s) |
eng |
| Publicador |
SPRINGER |
| Relação |
Statistical Papers |
| Direitos |
closedAccess Copyright SPRINGER |
| Palavras-Chave | #Asymptotic distribution #Bartlett-type correction #Bootstrap #Chi-squared distribution #Heavy-tailed errors #Score statistic #Symmetric model #t distribution #GENERALIZED LINEAR-MODELS #TESTS #Statistics & Probability |
| Tipo |
article original article publishedVersion |
