 Improved additive adjustments for the LR/ELR test statisticsYoshihide Kakizawa Statistics & Probability Letters, 2011, vol. 81, issue 8, 1245-1255 Abstract: The Bartlett adjustment, being a simple adjustment through division by the expected value of the test statistic, is commonly used as a general statistical tool to reduce the error of the chi-squared approximation of parametric/empirical likelihood ratio (LR/ELR) test statistic. In this paper, some improved test statistics in the additive forms are presented, whose errors of the chi-squared approximation are , as in the case of the traditional multiplicative Bartlett adjustment, where N is the sample size. By deriving the N-1-difference of the power functions of two tests under a sequence of local alternatives, it is shown that none of several adjustments of the LR/ELR test statistic is uniformly superior. The results are numerically illustrated on specific examples. Keywords: Bartlett; adjustment; Chi-squared; approximation; Parametric/empirical; likelihood; ratio; test; statistic (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:81:y:2011:i:8:p:1245-1255 Ordering information: This journal article can be ordered from Access Statistics for this article Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul More articles in Statistics & Probability Letters from Elsevier |
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