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零截尾广义Poisson回归模型及其Score检验(英文) 被引量：2

Zero-truncated generalized Poisson regression model and its score tests
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摘要 研究零截尾广义Poisson回归模型,给出了模型的参数估计方法,着重研究检验零截尾Poison回归、零截尾广义Poisson回归以及检验回归系数显著性的score检验统计量,并用一个数值实例来说明方法的有效性.最后通过一个仿真模拟例子来研究score检验统计量的检验功效. This paper extended the ZTP regression model to Zero-truncated generalized Poisson regression model. An algorithm for estimating parameters was obtained and two score tests were presented for testing the ZTP regression model against the ZTGP regression model, and for testing the significance of regression coefficients. A numerical example was given to illustrate our method and the power of score tests was investigated by Monte Carlo simulation.
作者 赵为华 冯予 李泽安
机构地区 南通大学理学院 南京理工大学
出处 《华东师范大学学报（自然科学版）》 CAS CSCD 北大核心 2010年第1期17-23,共7页 Journal of East China Normal University(Natural Science)
基金 南通大学自然科学基金(082032) 江苏省自然科学基金(SBK200920379)
关键词 广义Poisson回归 零截尾 SCORE检验 generalized Poisson regression zero-truncated score test
分类号 O212 [理学—概率论与数理统计]
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参考文献14

  • 1CAMERON A C, PRAVIN K T. Regression Analysis of Count Data [M]. New York: Cambridge Ulliversity Press, 1998.
  • 2CONSUL P C, FAMOVE F. Generalized Poisson regression model[J]. Commumication in St atistics Theory and Methods, 1992, 21: 81-109.
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同被引文献19

  • 1Cameron A C, Trevedi P K. Regression analysis of count data [ M ]. New York : Cambridge University Press, 1998.
  • 2Winkelmann R. Econometric analysis of count data[M]. 5th ed. Belin:Springer-Verlag Berlin Heidelberg, 2008.
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  • 4解锋昌.韦博成.林金官.零过多数据的统计分析及其应用[M].北京:科学出版社,2013.
  • 5Consul P C. Generalized poisson distribution:properties and application [ M ]. New York : Marcel Dekker, 1989.
  • 6Hardin J W, Hilbe J M. Generalized linear models and ex- tensions [ M ]. 2nd ed. College Station: Stata Press, 2007.
  • 7Gupta P L, Gupta R C, Tripathi R C. Score test for zero inflated generalized Poisson regression model[J]. Communi- cations in Statistics:Theory and Methods, 2004, 33(1 ) :47-64.
  • 8Xie Fengchang, Wei Bocheng, Lin Jinguan. Score tests for zero-inflated generalized Poisson mixed regression models [J]. Computational Statistics and Data Analysis, 2009, 53 (9) :3478-3489.
  • 9Feng Jiarui, Zhu Zhongyi. Semiparametric analysis of lon- gitudinal zero-inflated count data[J]. Journal of Multi- vailate Analysis, 2011, 102 ( 1 ) : 61-72.
  • 10Cook R D. Assessment of local influence[J]. J R Statist Soc B, 1986, 48(2) : 133-169.

引证文献2

二级引证文献1

华东师范大学学报（自然科学版）
2010年 第1期

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