Testing for Varying Dispersion in Exponential Family Nonlinear Models

被引：1

作者：

Bo-Cheng Wei

Jian-Qing Shi

Wing-Kam Fung

Yue-Qing Hu

机构：

[1] Southeast University,Department of Mathematics

[2] The Chinese University of Hong Kong,Department of Statistics

[3] University of Hong Kong,Department of Statistics

来源：

Annals of the Institute of Statistical Mathematics | 1998年 / 50卷

关键词：

Adjusted profile likelihood; exponential family non-linear models; gamma model; inverse Gaussian model; score statistic; simulation study; varying dispersion;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A diagnostic model and several new diagnostic statistics are proposed for testing for varying dispersion in exponential family nonlinear models. A score statistic and an adjusted score statistic based on Cox and Reid (1987, J. Roy. Statist. Soc. Ser. B, 55, 467-471) are derived in normal, inverse Gaussian, and gamma nonlinear models. An adjusted likelihood ratio statistic is also given for normal and inverse Gaussian nonlinear models. The results of simulation studies are presented, which show that the adjusted tests keep their sizes better and are more powerful than the ordinary tests.

引用

页码：277 / 294

页数：17

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