An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
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- Bo-Cheng Wei & Jian-Qing Shi & Wing-Kam Fung & Yue-Qing Hu, 1998. "Testing for Varying Dispersion in Exponential Family Nonlinear Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(2), pages 277-294, June.
- Ferrari, Silvia L. P. & Cribari-Neto, Francisco, 2002. "Corrected modified profile likelihood heteroskedasticity tests," Statistics & Probability Letters, Elsevier, vol. 57(4), pages 353-361, May.
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- Mariana C. Araújo & Audrey H. M. A. Cysneiros & Lourdes C. Montenegro, 2020. "Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models," Statistical Papers, Springer, vol. 61(1), pages 167-188, February.
- Melo, Tatiane F.N. & Ferrari, Silvia L.P. & Cribari-Neto, Francisco, 2009. "Improved testing inference in mixed linear models," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2573-2582, May.
- Ferrari, Silvia L.P. & Cysneiros, Audrey H.M.A., 2008. "Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 3047-3055, December.
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Keywords
Bartlett correction Exponential family Likelihood ratio test Nonlinear models Profile likelihood Varying dispersion;Statistics
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