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A note on the likelihood‐ratio statistic under model misspecification
Author(s) -
Viraswami K.,
Reid N.
Publication year - 1998
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315681
Subject(s) - statistic , statistics , likelihood ratio test , econometrics , mathematics , maximum likelihood
Following Viraswami and Reid (1996), higher‐order results under model misspecification are obtained for the likelihood‐ratio statistic and the adjusted likelihood‐ratio statistic, for the case of a scalar parameter. An improved version of the adjusted likelihood‐ratio statistic is suggested.