| TESTING FOR VARYING DISPERSION IN DISCRETE EXPONENTIAL FAMILY NONLINEAR MODELS |
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| 作者姓名： | Lin Jinguan Wei Bocheng Zhang Nansong Dept.of Math.& Comput.Sci. Jiangsu Institute of Education Jiangsu China. Dept of Math. Southeast Univ. Jiangsu China. Dept of Math. Zhejiang Univ. Zhejiang China. |
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| 作者单位： | Lin Jinguan 1，2 Wei Bocheng2 Zhang Nansong 2，31 Dept.of Math.& Comput.Sci.，Jiangsu Institute of Education，Jiangsu 210013，China. 2 Dept of Math.，Southeast Univ.，Jiangsu 210096，China. 3 Dept of Math.，Zhejiang Univ.，Zhejiang 310027，China. |
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| 基金项目： | Supported by the National Natural Science Foundations of China( 1 9631 0 4 0 ) and SSFC( o2 BTJ0 0 1 ) . |
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| 摘 要： | § 1 Introduction and modelsThe general form of exponential family nonlinear models isg(μi) =f(xi,﹀) , (1 )where,g(· ) is a monotonic link function,f is a known differentiable nonlinear functionand﹀ is a p-vectoroffixed population parameters;μi=E(yi) and the density of response yiisp(yi) =exp{yiθi -b(θi) -c(yi) ] -12 a(yi,) } ,(2 )whereθi is the natural parameter, is the dispersion parameter.From 1 1 ] ,μi=b(θi) ,Vi=Var(yi) =- 1 b(θi) .If f(xi,β) =x Ti ﹀,then mod…
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| 收稿时间： | 1 July 2002 |
Testing for varying dispersion in discrete exponential family nonlinear models |
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| Lin Jinguan , Wei Bocheng Zhang Nansong , Dept.of Math.& Comput.Sci.,Jiangsu Institute of Education,Jiangsu ,China. Dept of Math.,Southeast Univ.,Jiangsu ,China. Dept of Math.,Zhejiang Univ.,Zhejiang ,China..TESTING FOR VARYING DISPERSION IN DISCRETE EXPONENTIAL FAMILY NONLINEAR MODELS[J].Applied Mathematics A Journal of Chinese Universities,2003,18(3):294-302. |
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| Authors: | Lin Jinguan Wei Bocheng Zhang Nansong |
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| Affiliation: | (1) Dept. of Math. & Comput. Sci., Jiangsu Institute of Education, 210013 Jiangsu, China;(2) Dept of Math., Southeast Univ., 210096 Jiangsu, China;(3) Dept of Math., Zhejiang Univ., 310027 Zhejiang, China |
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| Abstract: | 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. |
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| Keywords: | discrete exponential family distribution generalized nonlinear model random coefficients random effects score test varying dispersion |
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