Bartlett and Bartlett-Type Corrections [chapter]

Gauss M. Cordeiro
2011 International Encyclopedia of Statistical Science  
This paper reviews the literature on Bartlett and Bartlett-type corrections. It focuses on the corrections to the likelihood ratio, score and Wald test statistics. Three dierent Bartlett-type corrections which are equivalent to order n 1 , n being the sample size, are compared through simulation. One of the forms displayed superior behavior both in terms of size and power. We also use Monte Carlo simulation to examine the eect of independent v ariables and the impact of the number of nuisance
more » ... rameters on the nite-sample behavior of some asymptotic econometric criteria in regression models.
doi:10.1007/978-3-642-04898-2_131 fatcat:jm75lot2drhmfawkfvysfbw54u