|
|||||
|
|
The size and power of analytical amd bootstrap corrections to score tests in regression models |
|
| Authors: | Francisco Cribari-neto Spyeos G Zarkos |
| Affiliation: | 1. Departmento de Estatistica , Universidade Federal de Pemambuco Cidade Universitaria , 50740-540, Brazil E-mail: cribari@de.ufpe.br;2. Strategic Planning &3. Research Division , National bank of greece , athens, 102 32, Greece E-mail: azarkos@ath.forthnot.gr |
| Abstract: | The paper invsetigation the size and power of analyticaland computer-based (bootstrap) 8nite=saniple adjustments to score tests in a class of regression models. Our results show that score tests can display substantial size distortions and that small-sample adjustments can be quite effective. Bootstrap corrections typically perform slightly better than analytical ones |
| Keywords: | Bartlett correction Edgeworth expansion nonlinear models |