Bartlett Adjustments to the Likelihood Ratio Statistic and the Distribution of the Maximum Likelihood Estimator

摘要: For rather general parametric models, a simple connection is established between the Bartlett adjustment factor of log-likelihood ratio statistic and normalizing constant c formula I 1?2L for conditional distribution maximum likelihood estimator as applied to full model hypothesis tested. This leads relatively demonstration that division by suitable or estimated improves chi-squared approximation its distribution. Various expressions these quantities are discussed. In particular, case one-dimensional parameter an constants involved derived, which does not require integration over sample space.