Banca de QUALIFICAÇÃO: IVONALDO SILVESTRE DA SILVA JÚNIOR

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : IVONALDO SILVESTRE DA SILVA JÚNIOR
DATE: 02/06/2023
TIME: 14:00
LOCAL: Sala de seminários da estatística
TITLE:

Corrected likelihood ratio test in Beta-Prime regression models

KEY WORDS:

Beta-prime regression models; Likelihood ratio test; Bartlett correction; Skovgaard
adjustment; Bartlett bootstrap correction.

PAGES: 30
BIG AREA: Ciências Exatas e da Terra
AREA: Probabilidade e Estatística
SUMMARY:

This paper deals with the issue of testing hypotheses in beta-prime regression
models in smallandmoderate-sizedsamples.Wefocusonthelikelihoodratiotest,whichisunreliable
when the sample size is not large enough to guarantee a good approximation between the
exact distribution of the test statistic and the corresponding chi-squared asymptotic
distribution. Bartlett, Skovgaard and Bartlett-bootstrap corrections typically attenuate the size
distortion of the test. Here, we derive a Bartlett correction and a Skovgaard adjustment for the
likelihood ratio test on beta-prime regression models. We numerically compare the usual,
corrected and bootstrapped tests, through simulations. Our results suggest that the corrected
and bootstrapped tests exhibit type I probability error closer to the chosen nominal level The
analytically corrected tests perform with the advantage of not requiring computationally
intensive calculations. We present a real data application to illustrate the usefulness of the
modified tests.

COMMITTEE MEMBERS:
Externo ao Programa - 1714215 - ANTONIO HERMES MARQUES DA SILVA JUNIOR - nullInterno - 2310429 - ARTUR JOSE LEMONTE
Presidente - 2612836 - FRANCISCO MOISES CANDIDO DE MEDEIROS