广义线性模型散度参数的相等性检验  

Equality Test on Dispersion Parameters in Generalized Linear Models

作　　者：陈颖[1] 周纪芗[1] 

机构地区：[1]华东师范大学统计系,上海200062

出　　处：《华东师范大学学报（自然科学版）》1999年第4期7-14,共8页Journal of East China Normal University(Natural Science)

摘　　要：　广义线性模型的应用已越来越广,但在实际应用中经常碰到这样问题:何时应该拟合均值和离差的联合模型? 何时只需拟合单一的均值模型? 对此,可用散度参数的相等性检验来作为判断的依据。在该文中,作者给出了几个有关散度参数相等性检验的统计量以及相应的分布。最后还给出了一个检验的具体例子。Generalized linear models have been used widely. However, in applications, it is meet that models used are joint models of mean and dispersion or simple models of mean. The problm is determined by equality test on dispersion parameters. In this paper, we give several statistics of the test and their distributions. Finally, a illustrate is geven.

关 键 词：广义线性模型 相等性检验 散度参数 假设检验 

分 类 号：O212.1[理学—概率论与数理统计]