Skip to main content

Part of the book series: SpringerBriefs in Statistics ((BRIEFSSTATIST))

  • 1508 Accesses

Abstract

This chapter introduces Bartlett-type corrections. They extend the Bartlett correction to chi-squared asymptotic criteria other than the likelihood ratio statistic. Bartlett-type corrections are typically applied to score and Wald test statistics. The corrected tests are usually more accurate than the uncorrected ones. As with the correction described in the previous chapter, the test error vanishes faster after the correction to the test statistic has been applied. A key difference between Bartlett and Bartlett-type corrections is that the latter may involve a polynomial of second order on the test statistic.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  • Attfield, C. L. F. (1991). A Bartlett adjustment to the likelihood ratio test for homoskedasticity in the linear model. Economics Letters, 37, 119–123.

    Article  MATH  MathSciNet  Google Scholar 

  • Barndorff-Nielsen, O. E. (1983). On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343–365.

    Article  MATH  MathSciNet  Google Scholar 

  • Barndorff -Nielsen, O. E. (1990). Approximate interval probabilities. Journal of the Royal Statistical Society B, 52, 485–496.

    MATH  MathSciNet  Google Scholar 

  • Breusch, T. S., & Pagan, A. R. (1979). A simple test for heteroskedasticity and random coefficient variation. Econometrica, 47, 1287–1294.

    Article  MATH  MathSciNet  Google Scholar 

  • Chandra, T. K. (1985). Asymptotic expansions of perturbed chi-square variables. Sankhya A, 47, 100–110.

    MATH  Google Scholar 

  • Chandra, T. K., & Mukerjee, R. (1991). Bartlett-type modification for Rao’s efficient score statistic. Journal of Multivariate Analysis, 36, 103–112.

    Article  MATH  MathSciNet  Google Scholar 

  • Chesher, A., & Spady, R. (1991). Asymptotic expansions of the information matrix test statistic. Econometrica, 59, 787–815.

    Article  MATH  MathSciNet  Google Scholar 

  • Cordeiro, G. M. (1983). Improved likelihood ratio statistics for generalized linear models. Journal of the Royal Statistical Society B, 45, 404–413.

    MATH  MathSciNet  Google Scholar 

  • Cordeiro, G. M. (1987). On the corrections to the likelihood ratio statistics. Biometrika, 74, 265–274.

    Article  MATH  MathSciNet  Google Scholar 

  • Cordeiro, G. M. (1993). Bartlett corrections and bias correction for two heteroscedastic regression models. Communications in Statistics, Theory and Methods, 22, 169–188.

    Article  MATH  MathSciNet  Google Scholar 

  • Cordeiro, G. M., Cribari-Neto, F., Aubin, E. C. Q., & Ferrari, S. L. P. (1995). Bartlett corrections for one-parameter exponential family models. Journal of Statistical Computation and Simulation, 53, 211–231.

    Article  MATH  MathSciNet  Google Scholar 

  • Cordeiro, G. M., & Ferrari, S. L. P. (1991). A modified score test statistic having chi-squared distribution to order \(n^{-1}\). Biometrika, 78, 573–582.

    MATH  MathSciNet  Google Scholar 

  • Cordeiro, G. M., & Ferrari, S. L. P. (1996). Bartlett-type corrections for some score tests in proper dispersion models. Communications in Statistics, Theory and Methods, 25, 29–48.

    Article  MATH  MathSciNet  Google Scholar 

  • Cordeiro, G. M., Ferrari, S. L. P., & Cysneiros, A. H. M. A. (1998). A formula to improve score test statistics. Journal of Statistical Computation and Simulation, 62, 123–136.

    Article  MATH  MathSciNet  Google Scholar 

  • Cordeiro, G. M., Ferrari, S. L. P., & Paula, G. A. (1993). Improved score tests for generalized linear models. Journal of the Royal Statistical Society B, 55, 661–674.

    MATH  MathSciNet  Google Scholar 

  • Cordeiro, G. M., & Stosic, B. (2008). Correcting four test statistics for one-parameter distributions using mathematica. Communications in Statistics, Simulation and Computation, 37, 1663–1681.

    Article  MATH  MathSciNet  Google Scholar 

  • Cox, D. R. (1988). Some aspects of conditional and asymptotic inference: A review. Sankhya A, 50, 314–337.

    MATH  Google Scholar 

  • Cox, D. R., & Reid, N. (1987). Approximations to noncentral distributions. Canadian Journal of Statistics, 15, 105–114.

    Article  MATH  MathSciNet  Google Scholar 

  • Cribari-Neto, F. (1997). On the corrections to information matrix tests. Econometric Reviews, 16, 39–53.

    Article  MATH  MathSciNet  Google Scholar 

  • Cribari-Neto, F., & Ferrari, S. L. P. (1995a). Bartlett-corrected tests for heteroskedastic linear models. Economics Letters, 48, 113–118.

    Article  MATH  Google Scholar 

  • Cribari-Neto, F., & Ferrari, S. L. P. (1995b). Second order asymptotics for score tests in generalized linear models. Biometrika, 82, 426–432.

    Article  MATH  MathSciNet  Google Scholar 

  • Cribari-Neto, F., & Ferrari, S. L. P. (1995c). An improved Lagrange multiplier test for heteroskedasticity. Communications in Statistics, Simulation and Computation, 24, 31–44.

    Article  MATH  Google Scholar 

  • Cribari-Neto, F., & Zarkos, S. (1995). Improved test statistics for multivariate regression. Economics Letters, 49, 113–120.

    Article  MATH  MathSciNet  Google Scholar 

  • Durbin, J. (1970). Testing for serial correlation in least squares regression when some of the regressors are lagged dependent variables. Econometrica, 38, 410–421.

    Article  MathSciNet  Google Scholar 

  • Ferrari, S. L. P., & Arellano-Valle, R. B. (1993). Bartlett-corrected tests for regression models with Student-\(t\) independent errors. Working Paper 9310, Department of Statistics, University of Sao Paulo.

    Google Scholar 

  • Ferrari, S. L. P., Botter, D. A., Cordeiro, G. M., & Cribari-Neto, F. (1996). Second and third order bias reduction in one-parameter family models. Statistics and Probability Letters, 30, 339–345.

    Article  MATH  Google Scholar 

  • Ferrari, S. L. P., & Cribari-Neto, F. (1993). On the corrections to the Wald test of non-linear restrictions. Economics Letters, 42, 321–326.

    Article  MATH  Google Scholar 

  • Ferrari, S. L. P., Uribe-Opazo, M. A., & Cribari-Neto, F. (1997). Second order asymptotics for score tests in exponential family nonlinear models. Journal of Statistical Computation and Simulation, 59, 179–194.

    Article  MATH  MathSciNet  Google Scholar 

  • Gregory, A. W., & Veall, M. R. (1985). Formulating Wald tests of nonlinear restrictions. Econometrica, 53, 1465–1468.

    Article  Google Scholar 

  • Harris, P. (1985). An asymptotic expansion for the null distribution of the efficient score statistic. Biometrika, 72, 653–659 (Erratum in vol. 74, p. 667).

    Google Scholar 

  • Hill, G. W., & Davis, A. W. (1968). Generalized asymptotic expansions of Cornish-Fisher type. Annals of Mathematical Statistics, 39, 1264–1273.

    Article  MATH  MathSciNet  Google Scholar 

  • Honda, Y. (1988). A size correction to the Lagrange multiplier test for heteroskedasticity. Journal of Econometrics, 38, 375–386.

    Article  MathSciNet  Google Scholar 

  • Inder, B. A. (1984). Finite-sample power of tests for autocorrelation in models containing lagged dependent variables. Economics Letters, 14, 179–185 (Erratum in vol. 16, pp. 401–402).

    Google Scholar 

  • Inder, B. A. (1986). An approximation to the null distribution of the Durbin-Watson statistic in models containing lagged dependent variables. Econometric Theory, 2, 413–428.

    Article  Google Scholar 

  • Kakizawa, Y. (1996). Higher order Monotone Bartlett-Type adjustment for some multivariate test statistics. Biometrika, 83, 923–927.

    Article  MATH  MathSciNet  Google Scholar 

  • Lafontaine, F., & White, K. J. (1986). Obtaining any Wald statistic you want. Economics Letters, 21, 35–40.

    Article  Google Scholar 

  • Lawley, D. N. (1956). A general method for approximating to the distribution of likelihood ratio criteria. Biometrika, 71, 233–244.

    Google Scholar 

  • Lugannani, R., & Rice, S. (1980). Saddlepoint approximation for the distribution of the sum of independent random variables. Advances Applied Probabability, 12, 475–490.

    Article  MATH  MathSciNet  Google Scholar 

  • Mukerjee, R. (1992). Parametric orthogonality and a Bartlett-type modification for Rao’s statistic in the presence of a nuisance parameter. Statistics and Probability Letters, 13, 397–400.

    Article  MathSciNet  Google Scholar 

  • Phillips, P. C. B., & Park, J. Y. (1988). On the formulation of Wald tests of nonlinear restrictions. Econometrica, 56, 1065–1083.

    Article  MATH  MathSciNet  Google Scholar 

  • Rao, C. R., & Mukerjee, R. (1995). Comparison of Bartlett-type adjustments for the efficient score statistic. Journal of Statistical Planning and Inference, 46, 137–146.

    Article  MATH  MathSciNet  Google Scholar 

  • Santos, S. J. P., & Cordeiro, G. M. (1999). Corrected Wald test statistics for one-parameter exponential family models. Communications in Statistics, Theory and Methods, 28, 1391–1414.

    Article  MATH  MathSciNet  Google Scholar 

  • Serfling, R. J. (1980). Approximation Theorems of Mathematical Statistics. New York: Wiley.

    Book  MATH  Google Scholar 

  • Taniguchi, M. (1991). Third-order asymptotic properties of a class of test statistics under a local alternative. Journal of Multivariate Analysis, 37, 223–238.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Gauss M. Cordeiro .

Rights and permissions

Reprints and permissions

Copyright information

© 2014 The Author(s)

About this chapter

Cite this chapter

Cordeiro, G.M., Cribari-Neto, F. (2014). Bartlett-Type Corrections. In: An Introduction to Bartlett Correction and Bias Reduction. SpringerBriefs in Statistics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-55255-7_3

Download citation

Publish with us

Policies and ethics