Bartlett Corrections for One-Parameter Exponential Family Models

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Bartlett Corrections for One-Parameter Exponential Family Models

Author Info

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)

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.

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Paper provided by EconWPA in its series Econometrics with number 9506001.

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Length: 20 pages
Date of creation: 01 Jun 1995
Date of revision:
Handle: RePEc:wpa:wuwpem:9506001

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).
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Find related papers by JEL classification:
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
C5 - Mathematical and Quantitative Methods - - Econometric Modeling
C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs

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Cordeiro, Gauss M., 1993. "General matrix formulae for computing Bartlett corrections," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 11-18, January. [Downloadable!] (restricted)

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