Bartlett corrections for zero-adjusted generalized linear models

被引:0
|
作者
Magalhaes, Tiago M. [1 ]
Pereira, Gustavo H. A. [2 ]
Botter, Denise A. [3 ]
Sandoval, Monica C. [3 ]
机构
[1] Univ Fed Juiz de Fora, Juiz De Fora, MG, Brazil
[2] Univ Fed Sao Carlos, Sao Carlos, SP, Brazil
[3] Univ Sao Paulo, Sao Paulo, SP, Brazil
关键词
Bartlett corrections; Chi-squared distribution; Maximum likelihood estimates; 62Fxx; COUNT TIME-SERIES; LIKELIHOOD ESTIMATION; INAR(1) PROCESS; INFLATION;
D O I
10.1007/s00362-023-01477-2
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Zero-adjusted generalized linear models (ZAGLMs) are used in many areas to fit variables that are discrete at zero and continuous on the positive real numbers. As in other classes of regression models, hypothesis testing inference in the class of ZAGLMs is usually performed using the likelihood ratio statistic. However, the LR test is substantially size distorted when the sample size is small. In this work, we derive an analytical Bartlett correction of the LR statistic. We also consider two different adjustments for the LR statistic based on bootstrap. Monte Carlo simulation studies show that the improved LR tests have null rejection rates close to the nominal levels in small sample sizes and similar power. An application illustrates the usefulness of the improved statistics.
引用
收藏
页码:2191 / 2209
页数:19
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