Artículos de revistas
Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
Fecha
2010Registro en:
STATISTICAL PAPERS, v.51, n.2, p.273-284, 2010
0932-5026
10.1007/s00362-008-0158-8
Autor
CYSNEIROS, Audrey H. M. A.
RODRIGUES, Katya S. P.
CORDEIRO, Gauss M.
FERRARI, Silvia L. P.
Institución
Resumen
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.