Title: Test statistics arising from quasi likelihood: Bartlett adjustment and higher-order power
Abstract: With reference to the quasi-likelihood arising from an unbiased estimating function, we consider a large class of test statistics which includes the likelihood ratio, Rao's score and Wald's statistics in particular. We study Bartlett adjustability and third-order power in a possibly non-iid setting and provide explicit formulae. Since the relevant Bartlett identities may not hold while working with a quasi-likelihood, our results can differ from those based on the usual likelihood. The prospects regarding posterior Bartlett adjustability have been briefly indicated.
Publication Year: 2001
Publication Date: 2001-08-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 5
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