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Article: Testing for varying dispersion in exponential family nonlinear models

TitleTesting for varying dispersion in exponential family nonlinear models
Authors
Wei, BCShi, JQFung, WKHu, YQ
KeywordsAdjusted profile likelihood
Exponential family nonlinear models
Gamma model
Inverse Gaussian model
Score statistic
Simulation study
Varying dispersion
Issue Date1998
PublisherSpringer Verlag.
Citation
Annals Of The Institute Of Statistical Mathematics, 1998, v. 50 n. 2, p. 277-294 How to Cite?
AbstractA 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 Identifierhttp://hdl.handle.net/10722/82730
ISSN
0020-3157
2023 Impact Factor: 0.8
2023 SCImago Journal Rankings: 0.791
ISI Accession Number ID
WOS:000074666200005
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorWei, BCen_HK
dc.contributor.authorShi, JQen_HK
dc.contributor.authorFung, WKen_HK
dc.contributor.authorHu, YQen_HK
dc.date.accessioned2010-09-06T08:32:44Z-
dc.date.available2010-09-06T08:32:44Z-
dc.date.issued1998en_HK
dc.identifier.citationAnnals Of The Institute Of Statistical Mathematics, 1998, v. 50 n. 2, p. 277-294en_HK
dc.identifier.issn0020-3157en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82730-
dc.description.abstractA 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.languageengen_HK
dc.publisherSpringer Verlag.en_HK
dc.relation.ispartofAnnals of the Institute of Statistical Mathematicsen_HK
dc.subjectAdjusted profile likelihooden_HK
dc.subjectExponential family nonlinear modelsen_HK
dc.subjectGamma modelen_HK
dc.subjectInverse Gaussian modelen_HK
dc.subjectScore statisticen_HK
dc.subjectSimulation studyen_HK
dc.subjectVarying dispersionen_HK
dc.titleTesting for varying dispersion in exponential family nonlinear modelsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://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+modelsen_HK
dc.identifier.emailFung, WK: wingfung@hku.hken_HK
dc.identifier.emailHu, YQ: yqhu@hku.hken_HK
dc.identifier.authorityFung, WK=rp00696en_HK
dc.identifier.authorityHu, YQ=rp00708en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.scopuseid_2-s2.0-7844232380en_HK
dc.identifier.hkuros43464en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-7844232380&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume50en_HK
dc.identifier.issue2en_HK
dc.identifier.spage277en_HK
dc.identifier.epage294en_HK
dc.identifier.isiWOS:000074666200005-
dc.publisher.placeGermanyen_HK
dc.identifier.scopusauthoridWei, BC=7202263644en_HK
dc.identifier.scopusauthoridShi, JQ=55326088300en_HK
dc.identifier.scopusauthoridFung, WK=13310399400en_HK
dc.identifier.scopusauthoridHu, YQ=13410089000en_HK
dc.identifier.issnl0020-3157-

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