Journal
BIOMETRIKA
Volume 97, Issue 1, Pages 159-170Publisher
OXFORD UNIV PRESS
DOI: 10.1093/biomet/asq001
Keywords
Approximate pivot; Fraser information; Kullback-Leibler distance; p* approximation; Tangent exponential model
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Higher-order approximations to p-values can be obtained from the loglikelihood function and a reparameterization that can be viewed as a canonical parameter in an exponential family approximation to the model. This approach clarifies the connection between Skovgaard (1996) and Fraser et al. (1999a), and shows that the Skovgaard approximation can be obtained directly using the mean loglikelihood function.
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