Implementation of higher-order asymptotics to S-plus

Grace Y. Yi, Jianrong Wu, Ying Liu

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

Higher-order asymptotics is an active area of development in theoretical statistics. However, most existing work in higher-order asymptotics is directed to the theoretical aspects. This paper attempts to incorporate higher-order inference procedures to S-plus, a widely used software in statistics. Algorithm is developed in the settings of generalized linear models and nonlinear regression models. The proposed algorithm generalizes the standard S-plus functions glim and "nls" in the sense that both the first-order and higher-order p-values are provided, and its manipulation is straightforward.

Original languageEnglish
Pages (from-to)775-800
Number of pages26
JournalComputational Statistics and Data Analysis
Volume40
Issue number4
DOIs
StatePublished - Oct 28 2002

Keywords

  • Generalized linear model
  • Higher-order asymptotics
  • Interest parameter
  • Link function
  • Nonlinear regression model
  • p-value

ASJC Scopus subject areas

  • Statistics and Probability
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

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