Testing and Adjusting for Departures from Nominal Dispersion in Generalized Linear Models

DOI10.2307/2347407zbMath0825.62615OpenAlexW2460415543MaRDI QIDQ4844075

No author found.

Publication date: 17 August 1995

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347407

zbMATH Keywords

score testlogistic regressionPoisson regressioninformation measuresbioassay

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Related Items (11)

Variance component testing in semiparametric mixed models ⋮ Testing for Heteroscedasticity in Nonlinear Regression Models ⋮ Diagnostic procedures in Birnbaum-Saunders nonlinear regression models ⋮ A comparison of tests for overdispersion in generalized linear models ⋮ 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 ⋮ Testing polynomial covariate effects in linear and generalized linear mixed models ⋮ A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models ⋮ The Use of Score Tests for Inference on Variance Components ⋮ Noncanonical links in generalized linear models -- when is the effort justified? ⋮ A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method

This page was built for publication: Testing and Adjusting for Departures from Nominal Dispersion in Generalized Linear Models