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Bartlett and Bartlett-type corrections for testing linear restrictions

Author

Listed:
  • Reinaldo Arellano-Valle
  • Silvia Ferrari
  • Francisco Cribari-Neto

Abstract

This letter shows how to extend a number of published results on Bartlett and Bartlett-type corrections to likelihood ratio and score test for the test of linear restrictions in regression models. A few applications and simulation results are also presented.

Suggested Citation

  • Reinaldo Arellano-Valle & Silvia Ferrari & Francisco Cribari-Neto, 1999. "Bartlett and Bartlett-type corrections for testing linear restrictions," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 547-549.
    • Handle: RePEc:taf:apeclt:v:6:y:1999:i:9:p:547-549
    DOI: 10.1080/135048599352574
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    References listed on IDEAS

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    1. Francisco Cribari-Neto & Spyros Zarkos, 1995. "Improved Test Statistics for Multivariate Regression," Econometrics 9506003, University Library of Munich, Germany.
    2. Cribari-Neto, Francisco & Zarkos, Spyros, 1995. "Improved test statistics for multivariate regression," Economics Letters, Elsevier, vol. 49(2), pages 113-120, August.
    3. Hans Nyquist, 1991. "Restricted Estimation of Generalized Linear Models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 40(1), pages 133-141, March.
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