Banca de DEFESA: IVONALDO SILVESTRE DA SILVA JÚNIOR

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : IVONALDO SILVESTRE DA SILVA JÚNIOR
DATE: 26/03/2024
TIME: 14:00
LOCAL: Ambiente virtual
TITLE:

Corrected likelihood ratio tests in beta-prime regression models.

KEY WORDS:

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

PAGES: 46
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 small
and moderate-sized samples. We focus on the likelihood ratio test, which is unreliable 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 à Instituição - TIAGO MAIA MAGALHÃES - UFJF
Interno - 2310429 - ARTUR JOSE LEMONTE
Presidente - 2612836 - FRANCISCO MOISES CANDIDO DE MEDEIROS