Nevin Manimala Statistics

Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models

An Acad Bras Cienc. 2022 Nov 21;94(suppl 3):e20200568. doi: 10.1590/0001-3765202220200568. eCollection 2022.


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.

PMID:36417597 | DOI:10.1590/0001-3765202220200568

By Nevin Manimala

Portfolio Website for Nevin Manimala