83
Views
20
CrossRef citations to date
0
Altmetric
Original Articles

A formula to improve score test statistics

, &
Pages 123-136 | Received 23 Jan 1998, Published online: 20 Mar 2007
 

Abstract

Bartlett corrections are widely used to improve the chi–squared approximation to the log–likelihood ratio statistic. Bartlett-type corrections are a recent extension of Bartlett corrections to statistics other than the log–likelihood ratio. For any test statistic having a chi-squared distribution asymptotically, Cordeiro and Ferrari (1991) derived a polynomial transformation in the original test statistic whose distribution function to O(n -1)is chi–squared, but it does not preserve monotonicity, where n is the sample size. We present a formula for the Bartlett-type correction which is equivalent to order n -1 to this polynomial and is a monotone transformation of the original statistic. Our formula has some advantages for obtaining improved score test statistics. The formula is investigated by means of simulation and is compared with both the polynomial transfondation and the original score statistic.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.