具有随机组容量的Poisson-gamma模型离差参数齐性检验  

Test for Heteroscedasticity in Poisson-gamma Models with Random Clusters

作　　者：谢建春[1] 李建军[1] 林金官[2] 

机构地区：[1]南京理工大学理学院,江苏南京210094 [2]东南大学数学系,江苏南京210096

出　　处：《南京理工大学学报》2009年第3期383-387,共5页Journal of Nanjing University of Science and Technology

基　　金：国家自然科学基金(10671032)

摘　　要：针对目前离差参数齐性检验都假定组容量固定的情形,提出了在组容量随机情况下离差参数齐性的检验问题。通过采用方差参数化方法研究纵向数据中Poisson-gamma模型的离差参数齐性检验问题,给出了组容量的随机性和离差参数齐性的联合检验方法,得到了score检验统计量。通过数值算例的实证分析检验了该方法的有效性。In view of the actuality that the test for heteroscedasticity is supposed in fixed clusters, a test for heteroscedasticity in random clusters is proposed here. The method of variances parameterization is utilized to investigate the test for heteroscedasticity in Poisson-gamma regression model of longitudinal data. The composite tests for heteroscedasticity and random clusters are given. The statistic data of score test is obtained. A numerical example of the real data is given here to illustrate the effectiveness.

关 键 词：Poisson—gamma模型 离差 离差参数齐性 随机组容量 SCORE检验 

分 类 号：O212.2[理学—概率论与数理统计]