广义非线性散度模型变离差的统计分析

Statistical Analysis of Hetero-Dispersion in Generalized Nonlinear Reproductive Dispersion Model

以广义非线性散度模型为基础,通过假定离差是某个协变量的函数或随机函数给出了变离差的Score假设检验,当模型存在变离差和随机变离差时,给出了相应的变离差估计.

The assumption of homoscedasticity is commonly concerned with regression analysis. Also, it is a major problem to study homo-dispersion in generalized nonlinear reproductive dispersion model. In this paper, the Score tests were carried out to test the hypotheses of homo-dispersion by assuming that the dispersion is the function or the random function of covariates in generalized nonlinear reproductive dispersion model. As there is hetero-dispersion or random hetero-dispersion, the estimation of dispersion or random hetero-dispersion is presented.