Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates

Statistica Neerlandica

Volumn 57, Issue 4, 2003, Pages 391-409

  Cordeiro, Gauss M ^a   Botter, Denise A ^b   Barroso, Lúcia P ^b   Ferrari, Silvia L P ^b  

^a UNIVERSIDADE FEDERAL RURAL DE PERNAMBUCO   (Brazil)

^b UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Bartlett type correction; Chi squared distribution; Dispersion parameter; Generalized linear model; Link function; Precision parameter; Score test

Indexed keywords

EID: 0242339431     PISSN: 00390402     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9574.00237     Document Type: Article

References (16)

1. BOTTER, D.A. and G.M. CORDEIRO (1997), Bartlett corrections for generalized linear models with dispersion covariates, Communications in Statistics, Theory and Methods 26, 279-307.
2. -1, Biometrika 78, 573-582.
3. CORDEIRO, G.M. and S.L.P. FERRARI (1998), A note on Bartlett-type corrections for the first few moments of test statistics, Journal of Statistical Planning and Inference 71, 261-269.
4. CORDEIRO, G.M., S.L.P. FERRARI and A.H.M.A. CYSNEIROS (1998), A formula to improve score test statistics, Journal of Statistical Computation and Simulation 62, 123-136.
5. CORDEIRO, G.M., S.L.P. FERRARI and G.A. PAULA (1993), Improved score tests for generalized linear models, Journal of the Royal Statistical Society B 55, 661-674.
6. Cox, D.R. and D.V. HINKLEY (1974), Theoretical statistics, (2nd edn), London: Chapman and Hall.
7. Cox, D.R. and N. REID (1987), Parameter orthogonality and approximate conditional inference (with discussion), Journal of the Royal Statistical Society B 49, 1-39.
8. CRIBARI-NETO, F. and S.L.P. FERRARI (1995), Second order asymptotics for score tests in generalized linear models, Biometrika 82, 426-432.
9. DOORNIK, J.A. (2001), Ox: an object-oriented matrix programming language, (4th edn), London: Timberlake Consultants and Oxford: http://www.nuff.ox.ac.uk/Users/DOORNIK/.
10. HARRIS, P. (1985), An asymptotic expansion for the null distribution of the efficient score statistic, Biometrika 72, 653-659.
11. KAKIZAWA, Y. (1996), Higher order monotone Bartlett-type adjustment for some multivariate test statistics, Biometrika 83, 923-927.
12. McCULLAGH, P. and J.A. NELDER (1989), Generalized linear models, (2nd edn), Chapman and Hall, London.
13. NELDER, J.A. and R.W.M. WEDDERBURN (1972), Generalized linear models, Journal of the Royal Statistical Society A 135, 370-384.
14. PREGIBON, D. (1984), Review of generalized linear models, The Annals of Statistics 12, 1589-1596.
15. RAO, C.R. (1947), Large sample tests on statistical hypotheses concerning several parameters with applications to problems of estimation, Proceedings of the Cambridge Philosophical Society 44, 50-57.
16. SIMONOFF, J.S. and C.-H. TSAI (1994), Use of modified profile likelihood for improved tests of constancy of variance in regression, Applied Statistics 43, 357-370.