广义非线性混合效应模型的变离差检验

Testing for varying dispersion in generalized nonlinear mixed effects models

应用混合效应方法研究了广义族非线性模型的变离差检验问题 .对离散和连续两类指数族分布 ,提出了若干有效的检验统计量 .所有统计量都可用简单、便于计算的矩阵公式来表示 。

The test for heteroscedasticity or varying dispersion is discussed in the framework of exponential family nonlinear mixed models. Two classes of exponential family distributions are considered. Several tests of varying dispersion in two classes of generalized nonlinear models with mixed effects are proposed correspondingly. By using mixed effects methods, the score test statistics are constructed and expressed in simple, easy to use, matrix formulas. These results can be widely applied to many practical problems and models. The effectiveness of the test methods is illustrated by the plasma concentration data.