TESTING FOR VARYING DISPERSION IN DISCRETE EXPONENTIAL FAMILY NONLINEAR MODELS  

作　　者：LinJinguan WeiBocheng ZhangNansong 

机构地区：[1]Dept.ofMath.&Comput.Sci.,JiangsuInstituteofEducation,Jiangsu210013,China. [2]DeptofMath.,SoutheastUniv.,Jiangsu210096,China. [3]DeptofMath.,ZhejiangUniv.,Zhejiang310027,China.

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2003年第3期294-302,共9页高校应用数学学报（英文版）（B辑）

基　　金：Supported by the National Natural Science Foundations of China( 1 9631 0 4 0 ) and SSFC( o2 BTJ0 0 1 ) .

摘　　要：It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.

关 键 词：discrete exponential family distribution generalized nonlinear model random coefficients random effects score test varying dispersion 

分 类 号：O212.1[理学—概率论与数理统计]