Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models.
An Acad Bras Cienc
; 94(suppl 3): e20200568, 2022.
Article
em En
| MEDLINE
| ID: mdl-36417597
ABSTRACT
This paper provides general expressions for Bartlett and Bartlett-type correction factors for the likelihood ratio and gradient statistics to test the dispersion parameter vector in heteroscedastic symmetric nonlinear models. This class of regression models is potentially useful to model data containing outlying observations. Furthermore, we develop Monte Carlo simulations to compare size and power of the proposed corrected tests to the original likelihood ratio, score, gradient tests, corrected score test, and bootstrap tests. Our simulation results favor the score and gradient corrected tests as well as the bootstrap tests. We also present an empirical application.
Texto completo:
1
Coleções:
01-internacional
Contexto em Saúde:
1_ASSA2030
Base de dados:
MEDLINE
Assunto principal:
Dinâmica não Linear
Tipo de estudo:
Health_economic_evaluation
/
Prognostic_studies
Idioma:
En
Revista:
An Acad Bras Cienc
Ano de publicação:
2022
Tipo de documento:
Article