IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS

Abstract

We present, in matrix notation, a finite-sample correction formula to improve score tests in von Mises regression models with concentration covariates. The formula only requires simple operations on matrices and can be used to obtain analytically closed-form corrections for score test statistics in a variety of special von Mises models. The paper also provides a numerical comparison of the size of two score test statistics with bootstrap-based critical values.

Keywords:

• Bartlett-type correction
• Chi-squared distribution
• Link function
• Score test
• Von Mises regression model

ACKNOWLEDGMENTS

We wish to thank an anonymous referee for useful suggestions. We gratefully acknowledge financial support from CNPq/Brazil.