Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models
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 da...
| Main Authors: | , , |
|---|---|
| 格式: | 文件 |
| 语言: | English |
| 出版: |
Academia Brasileira de Ciências
2022-11-01
|
| 丛编: | Anais da Academia Brasileira de Ciências |
| 主题: | |
| 在线阅读: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652022000700302&lng=en&tlng=en |
| _version_ | 1828298011054178304 |
|---|---|
| author | MARIANA C. ARAÚJO AUDREY H.M.A. CYSNEIROS MONTENEGRO. CYSNEIROS |
| author_facet | MARIANA C. ARAÚJO AUDREY H.M.A. CYSNEIROS MONTENEGRO. CYSNEIROS |
| author_sort | MARIANA C. ARAÚJO |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-13T12:35:01Z |
| format | Article |
| id | doaj.art-f8ab96cec0bc43b684a93f9b51a7710a |
| institution | Directory Open Access Journal |
| issn | 1678-2690 |
| language | English |
| last_indexed | 2024-04-13T12:35:01Z |
| publishDate | 2022-11-01 |
| publisher | Academia Brasileira de Ciências |
| record_format | Article |
| series | Anais da Academia Brasileira de Ciências |
| spelling | doaj.art-f8ab96cec0bc43b684a93f9b51a7710a2022-12-22T02:46:42ZengAcademia Brasileira de CiênciasAnais da Academia Brasileira de Ciências1678-26902022-11-0194suppl 310.1590/0001-3765202220200568Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression modelsMARIANA C. ARAÚJOhttps://orcid.org/0000-0002-5682-520XAUDREY H.M.A. CYSNEIROShttps://orcid.org/0000-0002-8920-4004MONTENEGRO. CYSNEIROShttps://orcid.org/0000-0003-0867-3931Abstract 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.http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652022000700302&lng=en&tlng=enBartlett correctionsBartlett-type correctionsbootstrapgradient testlarge-sample test statistics |
| spellingShingle | MARIANA C. ARAÚJO AUDREY H.M.A. CYSNEIROS MONTENEGRO. CYSNEIROS Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models Anais da Academia Brasileira de Ciências Bartlett corrections Bartlett-type corrections bootstrap gradient test large-sample test statistics |
| title | Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models |
| title_full | Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models |
| title_fullStr | Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models |
| title_full_unstemmed | Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models |
| title_short | Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models |
| title_sort | bartlett and bartlett type corrections in heteroscedastic symmetric nonlinear regression models |
| topic | Bartlett corrections Bartlett-type corrections bootstrap gradient test large-sample test statistics |
| url | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652022000700302&lng=en&tlng=en |
| work_keys_str_mv | AT marianacaraujo bartlettandbartletttypecorrectionsinheteroscedasticsymmetricnonlinearregressionmodels AT audreyhmacysneiros bartlettandbartletttypecorrectionsinheteroscedasticsymmetricnonlinearregressionmodels AT montenegrocysneiros bartlettandbartletttypecorrectionsinheteroscedasticsymmetricnonlinearregressionmodels |