It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponent...It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.展开更多
For the multi-parameter discrete exponential family,we construct an empirical Bayes(EB)estimator of the vector-valued parameterθ.under some conditions,this estimator is proved to be asymptotically optimal.
基金Supported by the National Natural Science Foundations of China( 1 9631 0 4 0 ) and SSFC( o2 BTJ0 0 1 ) .
文摘It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.
文摘For the multi-parameter discrete exponential family,we construct an empirical Bayes(EB)estimator of the vector-valued parameterθ.under some conditions,this estimator is proved to be asymptotically optimal.
