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Corrected score tests for exponential family nonlinear models

Author

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  • Ferrari, Silvia L. P.
  • Cordeiro, Gauss M.

Abstract

Under suitable regularity conditions, an appropriate improved score statistic was derived recently by Cordeiro and Ferrari (1991). In the spirit of their work, this paper discusses how in practice we can obtain improved score statistics in exponential family nonlinear models. Some formulae for corrected score tests are provided in these models that should include most statistical applications. When specialized to some special cases we obtain previous results developed by Cordeiro et al. (1993).

Suggested Citation

  • Ferrari, Silvia L. P. & Cordeiro, Gauss M., 1996. "Corrected score tests for exponential family nonlinear models," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 7-12, January.
    • Handle: RePEc:eee:stapro:v:26:y:1996:i:1:p:7-12
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    Cited by:

    1. da Silva-Júnior, Antonio Hermes M. & da Silva, Damião Nóbrega & Ferrari, Silvia L. P., 2014. "mdscore: An R Package to Compute Improved Score Tests in Generalized Linear Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 61(c02).
    2. Ferrari, Silvia L. P. & Cordeiro, Gauss M. & Uribe-Opazo, Miguel A. & Cribari-Neto, Francisco, 1996. "Improved score tests for one-parameter exponential family models," Statistics & Probability Letters, Elsevier, vol. 30(1), pages 61-71, September.

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