Gm. Cordeiro et al., IMPROVED SCORE TESTS FOR GENERALIZED LINEAR-MODELS, Journal of the Royal Statistical Society. Series B: Methodological, 55(3), 1993, pp. 661-674
Citations number
21
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
We present, in matrix notation, an asymptotic expansion for the null d
istribution of the score statistic in generalized linear models, corre
cted up to order n-1 where n is the sample size. The expansion has adv
antages for numerical purposes because it requires only simple operati
ons on matrices. It is also sufficiently simple to be used analyticall
y to obtain several closed form expressions, analogous to Bartlett cor
rections, in a variety of important score tests. Improved score tests
for these models are discussed and various applications to some specia
l tests are given. We show by simulation that two asymptotically equiv
alent adjusted score tests seem to improve, at least for continuous da
ta, on the usual score test.