A modified score test statistic having chi-squared distribution to order n−1
GM Cordeiro, SL de Paula Ferrari - Biometrika, 1991 - academic.oup.com
Biometrika, 1991•academic.oup.com
We give a general modified score test statistic whose nuil distribution is chi-squared to order
n− 1, where n is the sample size. The modified statistic depends on the joint cumulants of log
likelihood derivatives for the full data. Some applications are discussed. Following Cox &
Reid (1987a) we also derive a general formula for Bartlett-type corrections to improve test
statistics whose null asymptotic distributions are chi-squared.
n− 1, where n is the sample size. The modified statistic depends on the joint cumulants of log
likelihood derivatives for the full data. Some applications are discussed. Following Cox &
Reid (1987a) we also derive a general formula for Bartlett-type corrections to improve test
statistics whose null asymptotic distributions are chi-squared.
SUMMARY
We give a general modified score test statistic whose nuil distribution is chi-squared to order n−1, where n is the sample size. The modified statistic depends on the joint cumulants of log likelihood derivatives for the full data. Some applications are discussed. Following Cox & Reid (1987a) we also derive a general formula for Bartlett-type corrections to improve test statistics whose null asymptotic distributions are chi-squared.
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