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 language | English |
|---|---|
| Pages (from-to) | 775-800 |
| Number of pages | 26 |
| Journal | Computational Statistics and Data Analysis |
| Volume | 40 |
| Issue number | 4 |
| DOIs | |
| State | Published - 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