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Article: Testing for varying dispersion in exponential family nonlinear models
Title | Testing for varying dispersion in exponential family nonlinear models |
---|---|
Authors | |
Keywords | Adjusted profile likelihood Exponential family nonlinear models Gamma model Inverse Gaussian model Score statistic Simulation study Varying dispersion |
Issue Date | 1998 |
Publisher | Springer Verlag. |
Citation | Annals Of The Institute Of Statistical Mathematics, 1998, v. 50 n. 2, p. 277-294 How to Cite? |
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. |
Persistent Identifier | http://hdl.handle.net/10722/82730 |
ISSN | 2021 Impact Factor: 1.180 2020 SCImago Journal Rankings: 0.650 |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Wei, BC | en_HK |
dc.contributor.author | Shi, JQ | en_HK |
dc.contributor.author | Fung, WK | en_HK |
dc.contributor.author | Hu, YQ | en_HK |
dc.date.accessioned | 2010-09-06T08:32:44Z | - |
dc.date.available | 2010-09-06T08:32:44Z | - |
dc.date.issued | 1998 | en_HK |
dc.identifier.citation | Annals Of The Institute Of Statistical Mathematics, 1998, v. 50 n. 2, p. 277-294 | en_HK |
dc.identifier.issn | 0020-3157 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/82730 | - |
dc.description.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. | en_HK |
dc.language | eng | en_HK |
dc.publisher | Springer Verlag. | en_HK |
dc.relation.ispartof | Annals of the Institute of Statistical Mathematics | en_HK |
dc.subject | Adjusted profile likelihood | en_HK |
dc.subject | Exponential family nonlinear models | en_HK |
dc.subject | Gamma model | en_HK |
dc.subject | Inverse Gaussian model | en_HK |
dc.subject | Score statistic | en_HK |
dc.subject | Simulation study | en_HK |
dc.subject | Varying dispersion | en_HK |
dc.title | Testing for varying dispersion in exponential family nonlinear models | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0020-3157&volume=50&spage=277&epage=294&date=1998&atitle=Testing+for+varying+dispersion+in+exponential+family+nonlinear+models | en_HK |
dc.identifier.email | Fung, WK: wingfung@hku.hk | en_HK |
dc.identifier.email | Hu, YQ: yqhu@hku.hk | en_HK |
dc.identifier.authority | Fung, WK=rp00696 | en_HK |
dc.identifier.authority | Hu, YQ=rp00708 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.scopus | eid_2-s2.0-7844232380 | en_HK |
dc.identifier.hkuros | 43464 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-7844232380&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 50 | en_HK |
dc.identifier.issue | 2 | en_HK |
dc.identifier.spage | 277 | en_HK |
dc.identifier.epage | 294 | en_HK |
dc.publisher.place | Germany | en_HK |
dc.identifier.scopusauthorid | Wei, BC=7202263644 | en_HK |
dc.identifier.scopusauthorid | Shi, JQ=55326088300 | en_HK |
dc.identifier.scopusauthorid | Fung, WK=13310399400 | en_HK |
dc.identifier.scopusauthorid | Hu, YQ=13410089000 | en_HK |
dc.identifier.issnl | 0020-3157 | - |