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Bartlett Corrections

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Visit this site: http://www.siu.edu/~econ/bartlett.html

Author:F. Cribari-Neto
Description: Introduction to and compilation of resources on Bartlett corrections: scalar transformations "applied to the likelihood ratio (LR) statistic that yields a new, improved test statistic which has a chi-squared null distribution to order O(1/n). This represents a clear improvement over the original statistic in the sense that LR is distributed as chi-squared under the null hypothesis only to order O(1)." Includes links to relevant papers and journals, and econometrics links.

Levels: College, Research
Languages: English
Resource Types: Articles, Journals
Math Topics: Probability, Statistics, Mathematics of Economics

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