Improved Score Tests for One-parameter Exponential Family Models
Under suitable regularity conditions, an improved score test was derived by Cordeiro and Ferrari (1991). The test is based on a corrected score statistic which has a chi-squared distribution to order 1/n under the null hypothesis, where n is the sample size. In this paper we follow their approach and obtain a Bartlett-corrected score statistic for testing the null hypothesis theta = theta_0 where theta is the scalar parameter of a one-parameter exponential family model and theta_0 is a real number. We apply our main result to a number of special cases and derive approximations for corrections that involve unusual functions. We also obtain Bartlett-type corrections for natural exponential families.
|Date of creation:||18 Aug 1995|
|Date of revision:|
|Note:||Type of Document - PostScript; prepared on IBM-compatible; to print on HP LaserJet 4MP (2Mb); pages: 13; figures: four (included). Browse all of our working papers at|
|Contact details of provider:|| Web page: http://econwpa.repec.org|
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