On Bartlett and Bartlett-Type Corrections

F. Cribari-Neto and G.M. Cordeiro
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F. Cribari-Neto: S. Illinois Univ.
G.M. Cordeiro: Univ. Fed. de Pernambuco

Econometrics from EconWPA

Abstract: This paper reviews the literature on Bartlett and Bartlett-type corrections. It focuses on the corrections to the likelihood ratio, score and Wald test statistics. Three different Bartlett-type corrections which are equivalent to order 1/n, n being the sample size, are compared through simulation. One of the forms displayed superior behavior both in terms of size and power. We also use Monte Carlo simulation to examine the effect of independent variables and the impact of the number of nuisance parameters on the finite-sample behavior of some asymptotic econometric criteria in regression models.

Keywords: Bartlett correction, Edgeworth expansion, Lagrange multiplier test; likelihood ratio test, score test, Wald test (search for similar items in EconPapers)
JEL-codes: C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Date: 1995-07-05
Note: TeX, Dell, HP LaserJet 4M+, pages: 30; figures: included. Single PostScript file FTP'ed. Note change in Cribari's e-mail address. Visit our WWW page,
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpem:9507001

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