Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models |
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Authors: | Audrey H M A Cysneiros Katya S P Rodrigues Gauss M Cordeiro Silvia L P Ferrari |
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Institution: | (1) Universidade Federal Rural de Pernambuco, Recife, Brazil |
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Abstract: | We present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score
statistics follow more closely a χ
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. |
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Keywords: | |
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