Bartlett Corrections for One-Parameter Exponential Family Models

G.M. Cordeiro, F. Cribari-Neto, E.C.Q. Aubin and S.L.P. Ferrari
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G.M. Cordeiro: Univ. Federal de Pernambuco
F. Cribari-Neto: Southern Illinois Univ. at Carbondale
E.C.Q. Aubin: Univ. de Sao Paulo
S.L.P. Ferrari: Univ. de Sao Paulo

Econometrics from EconWPA

Abstract: In this paper we derive a general closed-form expression for the Bartlett correction for the test of H_0: \theta= \theta**(0), where "theta is a scalar parameter of a one-parameter exponential family model. Our results are general enough to cover many important and commonly used distributions. Several special cases and classes of variance functions of considerable importance are discussed, and some approximations based on asymptotic expansions are given. We also use a graphical analysis to examine how the correction varies with \theta in some special cases. Simulation results are also given.

Keywords: Bartlett correction; chi-squared distribution; exponential family; likelihood ratio statistic (search for similar items in EconPapers)
JEL-codes: C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Date: 1995-06-01
Note: 20 pages; 10 self-contained figures and 3 tables; written with an implementation of TeX; single PostScript file FTP'ed. E-mail to Francisco Cribari-Neto (cribari @ c22c.c-wham.siu.edu).
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