Testing for varying dispersion in exponential family nonlinear models

DOI10.1023/A:1003491131768zbMath0986.62012MaRDI QIDQ1265219

Jian-Qing Shi, Wing-Kam Fung, Bo-Cheng Wei, Yue-Qing Hu

Publication date: 10 June 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

simulation studygamma modelscore statisticvarying dispersionadjusted profile likelihoodinverse Gaussian modelexponential family nonlinear models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

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Testing for Heteroscedasticity in Nonlinear Regression Models ⋮ Diagnostic procedures in Birnbaum-Saunders nonlinear regression models ⋮ Testing for varying zero-inflation and dispersion in generalized Poisson regression models ⋮ Partially linear single-index beta regression model and score test ⋮ Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors ⋮ Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data ⋮ Testing for varying dispersion in discrete exponential family nonlinear models ⋮ Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects ⋮ Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models ⋮ Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors ⋮ Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models ⋮ Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors ⋮ An improved likelihood ratio test for varying dispersion in exponential family nonlinear models ⋮ Homogeneity diagnostics for skew-normal nonlinear regression models ⋮ Heteroscedasticity diagnostics for \(t\) linear regression models ⋮ Modified likelihood ratio statistics for inflated beta regressions ⋮ Skew-normal semiparametric varying coefficient model and score test ⋮ Heteroscedasticity diagnostics in two-phase linear regression models ⋮ A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method

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