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Likelihood-ratio testing as a diagnostic method for small-sample regressions

✍ Scribed by Greenland, Sander

Book ID
122370030
Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
479 KB
Volume
2
Category
Article
ISSN
1047-2797

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A small sample calibration method for th
A small sample calibration method for the empirical likelihood ratio
✍ Min Tsao πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 77 KB

We present a calibration method for improving the coverage accuracy of the empirical likelihood ratio conΓΏdence interval for the mean. The method is made possible by a linear transformation invariance property of its coverage level. Simulation results show that, for non-normal distributions, the cov