Local power of three classic criteria in generalised linear models with unknown dispersion

被引：7

作者：

Ferrari, SLP ^{[1
]}

Botter, DA ^{[1
]}

CribariNeto, F ^{[1
]}

机构：

[1] SO ILLINOIS UNIV,DEPT ECON,CARBONDALE,IL 62901

来源：

BIOMETRIKA | 1997年 / 84卷 / 02期

关键词：

asymptotic expansion; chi-squared distribution; exponential family; generalised linear model; likelihood ratio test; Pitman alternative; score test; Wald test;

D O I：

10.1093/biomet/84.2.482

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

In this paper we obtain asymptotic expansions for the nonnull distribution functions of the likelihood ratio, score and Wald test statistics in exponential family generalised linear models under Pitman alternatives assuming unknown dispersion, thus generalising some of the results in Cordeiro, Better & Ferrari (1994).

引用

页码：482 / 485

页数：4

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