Bartlett Corrections for One-Parameter Exponential Family Models

G.M. Cordeiro, F. Cribari-Neto, E.C.Q. Aubin and S.L.P. Ferrari
Additional contact information
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 University Library of Munich, Germany

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)
Pages: 20 pages
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).
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/9506/9506001.pdf (application/pdf)
https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/9506/9506001.ps.gz (application/postscript)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpem:9506001

Access Statistics for this paper

More papers in Econometrics from University Library of Munich, Germany
Bibliographic data for series maintained by EconWPA ( this e-mail address is bad, please contact ).