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Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models

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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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Authors and Affiliations

  1. Departamento de Estatística, Universidade Federal de Pernambuco, Cidade Universitária, Recife, PE, 50740-540, Brazil

    Audrey H. M. A. Cysneiros & Katya S. P. Rodrigues

  2. Departamento de Estatística e Informática, Universidade Federal Rural de Pernambuco, Rua Dom Manoel de Medeiros, s/n, Recife, PE, 50171-900, Brazil

    Gauss M. Cordeiro

  3. Departamento de Estatística/IME-USP, Universidade de São Paulo, Ruado Matão 1010, São Paulo, SP, 05508-090, Brazil

    Silvia L. P. Ferrari

Authors
  1. Audrey H. M. A. Cysneiros
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  2. Katya S. P. Rodrigues
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  3. Gauss M. Cordeiro
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  4. Silvia L. P. Ferrari
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Corresponding author

Correspondence to Silvia L. P. Ferrari.

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Cysneiros, A.H.M.A., Rodrigues, K.S.P., Cordeiro, G.M. et al. Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models. Stat Papers 51, 273–284 (2010). https://doi.org/10.1007/s00362-008-0158-8

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  • DOI: https://doi.org/10.1007/s00362-008-0158-8

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