ISSN:
1572-9052
Schlagwort(e):
Adjusted profile likelihood
;
exponential family non-linear models
;
gamma model
;
inverse Gaussian model
;
score statistic
;
simulation study
;
varying dispersion
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract 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.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1023/A:1003491131768
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