Bartlett corrections for generalized linear models with dispersion covariates
- 1 January 1997
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 26 (2) , 279-307
- https://doi.org/10.1080/03610929708831916
Abstract
We present, in matrix notation, general Bartlett correction formulae for several hypotheses in generalized linear models with dispersion covariates. These results generalize previous work by Cordeiro (1983, 1993) who obtained Bartlett corrections for generalized linear models with known dispersion parameter and for multiplicative heteroscedastic normal models, respectively. The formulae derived are simple enough to be used analytically to obtain several closed form Bartlett corrections in a variety of important tests when the information matrix has a closed form. They also have advantages for numerical purposes since our formulae are readily computable using a language supporting numerical linear algebra. We give applications to some special models and discuss improved likelihood ratio tests.Keywords
This publication has 12 references indexed in Scilit:
- Performance of a bartlett-type modification for the devianceJournal of Statistical Computation and Simulation, 1995
- Bartlett corrections and bias correction for two heteroscedastic regression modelsCommunications in Statistics - Theory and Methods, 1992
- A Bartlett adjustment to the likelihood ratio test for homoskedasticity in the linear modelEconomics Letters, 1991
- Generalized Linear ModelsPublished by Springer Nature ,1989
- An extended quasi-likelihood functionBiometrika, 1987
- On the corrections to the likelihood ratio statisticsBiometrika, 1987
- Review: P. McCullagh, J. A. Nelder, Generalized Linear ModelsThe Annals of Statistics, 1984
- Diagnostics for heteroscedasticity in regressionBiometrika, 1983
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIABiometrika, 1956
- Properties of sufficiency and statistical testsProceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences, 1937