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A Computer Program to Improve LR Tests for Generalized Linear Models
Authors:D N da Silva
Institution:Departamento de Estatística , Universidade Federal do Rio Grande do Norte , Natal , Brazil
Abstract:Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion distributions. Improved likelihood ratio tests for these models were developed by Cordeiro (1983 Cordeiro , G. M. (1983). Improved likelihood ratio statistics for generalized linear models. Journal of the Royal Statistical Society, Series B: Methodological 45:404413. Google Scholar])Cordeiro (1987 Cordeiro , G. M. ( 1987 ). On the corrections to the likelihood ratio statistics . Biometrika 74 : 265274 .Crossref], Web of Science ®] Google Scholar]). We present a simple R program source for calculating Bartlett corrections to improve likelihood ratio tests in these models. The program was tested on some special models, confirming all of the previously reported numerical results for the Bartlett corrections.
Keywords:Bartlett correction  Exponential dispersion distribution  Deviance  Dispersion parameter  Likelihood ratio  Link function  R software  Variance function
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