Abstract:This paper provides general expressions for Bartlett and Bartlett-type correction factors for the likelihood ratio and gradient statistics to test the dispersion parameter vector in heteroscedastic symmetric nonlinear models. This class of regression models is potentially useful to model data containing outlying observations. Furthermore, we develop Monte Carlo simulations to compare size and power of the proposed corrected tests to the original likelihood ratio, score, gradient tests, corrected score test, an… Show more
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