Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices

被引：2

作者：

Kojima, Masahiro ^{[1
]}

Kubokawa, Tatsuya ^{[2
]}

机构：

[1] Univ Tokyo, Grad Sch Econ, Bunkyo Ku, Tokyo 1130033, Japan

[2] Univ Tokyo, Fac Econ, Bunkyo Ku, Tokyo 1130033, Japan

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2013年 / 122卷

基金：

日本学术振兴会;

关键词：

Bartlett-type adjustment; Linear mixed model; Parametric bootstrap; SMALL-AREA ESTIMATORS;

D O I：

10.1016/j.jmva.2013.07.016

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：

Consider the problem of testing a linear hypothesis of regression coefficients in a general linear regression model with a covariance matrix involving several nuisance parameters. Then, the Bartlett-type adjustments of the Wald, Score, and modified Likelihood Ratio tests are derived for general consistent estimators of the unknown nuisance parameters. The adjusted test statistics have second-order corrections in type I errors. Simple parametric bootstrap methods are also suggested for estimating the Bartlett-type adjustments and it is shown that they have the second order accuracy. (C) 2013 Elsevier Inc. All rights reserved.

引用

页码：162 / 174

页数：13

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