On bartlett and bartlett-type corrections francisco cribari-neto
综述了Bartlett和Bartlett型修正的文献,重点比较了三种等价于n-1阶的修正方法在似然比、得分和Wald检验中的表现,并通过模拟发现其中一种在检验规模和功效上更优。
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 different 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 effect of independent variables and the impact of the number of nuisance parameters on the finite-sample behavior of some asymptotic econometric criteria in regression models.