dc.creator | URIBE-OPAZO, Miguel A. | |
dc.creator | FERRARI, Silvia L. P. | |
dc.creator | CORDEIRO, Gauss M. | |
dc.date.accessioned | 2012-10-20T04:44:08Z | |
dc.date.accessioned | 2018-07-04T15:46:02Z | |
dc.date.available | 2012-10-20T04:44:08Z | |
dc.date.available | 2018-07-04T15:46:02Z | |
dc.date.created | 2012-10-20T04:44:08Z | |
dc.date.issued | 2008 | |
dc.identifier | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, v.37, n.2, p.261-276, 2008 | |
dc.identifier | 0361-0926 | |
dc.identifier | http://producao.usp.br/handle/BDPI/30440 | |
dc.identifier | 10.1080/03610920701649050 | |
dc.identifier | http://dx.doi.org/10.1080/03610920701649050 | |
dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/1627079 | |
dc.description.abstract | The class of symmetric linear regression models has the normal linear regression model as a special case and includes several models that assume that the errors follow a symmetric distribution with longer-than-normal tails. An important member of this class is the t linear regression model, which is commonly used as an alternative to the usual normal regression model when the data contain extreme or outlying observations. In this article, we develop second-order asymptotic theory for score tests in this class of models. We obtain Bartlett-corrected score statistics for testing hypotheses on the regression and the dispersion parameters. The corrected statistics have chi-squared distributions with errors of order O(n(-3/2)), n being the sample size. The corrections represent an improvement over the corresponding original Rao`s score statistics, which are chi-squared distributed up to errors of order O(n(-1)). Simulation results show that the corrected score tests perform much better than their uncorrected counterparts in samples of small or moderate size. | |
dc.language | eng | |
dc.publisher | TAYLOR & FRANCIS INC | |
dc.relation | Communications in Statistics-theory and Methods | |
dc.rights | Copyright TAYLOR & FRANCIS INC | |
dc.rights | restrictedAccess | |
dc.subject | asymptotic distribution | |
dc.subject | bartlett-type correction | |
dc.subject | chi-squared distribution | |
dc.subject | score test | |
dc.subject | symmetric distribution | |
dc.subject | t distribution | |
dc.title | Improved score tests in symmetric linear regression models | |
dc.type | Artículos de revistas | |