Small-sample corrections for score tests in Birnbaum-Saunders regressions
Methodology
2011-11-22 v2
Abstract
In this paper we deal with the issue of performing accurate small-sample inference in the Birnbaum-Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score test and numerically compare the corrected test with the usual score test, the likelihood ratio test and its Bartlett-corrected version. Our simulation results suggest that the corrected test we propose is more reliable than the other tests.
Cite
@article{arxiv.0905.0668,
title = {Small-sample corrections for score tests in Birnbaum-Saunders regressions},
author = {Artur J. Lemonte and Silvia L. P. Ferrari},
journal= {arXiv preprint arXiv:0905.0668},
year = {2011}
}
Comments
To appear in the Communications in Statistics - Theory and Methods, http://www.informaworld.com/smpp/title~content=t713597238