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A note on the calculation of Bartlett adjustments. (English) Zbl 0623.62045

We describe, for the numerical calculation of Bartlett adjustments, a method which may be of use when the cumulants of the log likelihood derivatives are easy to determine in one parametrization while the hypotheses to be tested are all linear in some other parametrization. The method relies on the cartesian tensorial nature of those cumulants and should be particularly convenient in connection with statistical packages with structure similar to GLIM.

MSC:

62H15 Hypothesis testing in multivariate analysis
65C99 Probabilistic methods, stochastic differential equations
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