Artículos de revistas
Local power of some tests in exponential family nonlinear models
Fecha
2011Registro en:
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, v.141, n.5, p.1981-1989, 2011
0378-3758
10.1016/j.jspi.2010.12.010
Autor
LEMONTE, Artur J.
Institución
Resumen
In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.