Corrected score tests for exponential family nonlinear models

Statistics and Probability Letters

Volumn 26, Issue 1, 1996, Pages 7-12

  Ferrari, Silvia L P ^a   Cordeiro, Gauss M ^b  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b NONE

Author keywords

Bartlett correction; Chi squared distribution; Exponential family; Generalized linear models; Improved score statistic; Nonlinear models; Score tests

Indexed keywords

EID: 0029692533     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(94)00246-0     Document Type: Article

References (9)

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4. Cordeiro, G.M. and G.A. Paula (1989), Improved likelihood ratio statistics for exponential family nonlinear models, Biometrika 76, 93-100.
5. Cordeiro, G.M. and G.A. Paula (1992), Estimation, large-sample parametric tests and diagnostics for non-exponential family nonlinear models, Commun. Statist. B 21, 149-172.
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7. Harris, P. (1985), An asymptotic expansion for the null distribution of the efficient score statistic, Biometrika 72, 653-659.
8. Lawley, D.N. (1956), A generalized method for approximating to the distribution of the likelihood ratio criteria, Biometrika 43, 295-303.
9. McCullagh, P. and J.A. Neider (1989), Generalized Linear Models (Chapman & Hall, London, 2nd ed.).