[1]谢建春,李建军,林金官.具有随机组容量的Poisson-gamma模型离差参数齐性检验[J].南京理工大学学报(自然科学版),2009,(03):383-387.
 XIE Jian-chun,LI Jian-jun,LIN Jin-guan.Test for Heteroscedasticity in Poisson-gamma Models with Random Clusters[J].Journal of Nanjing University of Science and Technology,2009,(03):383-387.
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具有随机组容量的Poisson-gamma模型离差参数齐性检验
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《南京理工大学学报》(自然科学版)[ISSN:1005-9830/CN:32-1397/N]

卷:
期数:
2009年03期
页码:
383-387
栏目:
出版日期:
2009-06-30

文章信息/Info

Title:
Test for Heteroscedasticity in Poisson-gamma Models with Random Clusters
作者:
谢建春1 李建军1 林金官2
1. 南京理工大学理学院, 江苏南京210094; 2. 东南大学数学系, 江苏南京210096
Author(s):
XIE Jian-chun1LI Jian-jun1LIN Jin-guan2
1.School of Sciences,NUST,Nanjing 210094,China;2.Department of Mathematics,Southeast University,Nanjing 210096,China
关键词:
Poisson-gamma模型 离差 离差参数齐性 随机组容量 score检验
Keywords:
Poisson-gamma model dispersions heteroscedasticity random cluster score test
分类号:
O212.2
摘要:
针对目前离差参数齐性检验都假定组容量固定的情形,提出了在组容量随机情况下离差参数齐性的检验问题。通过采用方差参数化方法研究纵向数据中Poisson-gamma模型的离差参数齐性检验问题,给出了组容量的随机性和离差参数齐性的联合检验方法,得到了score检验统计量。通过数值算例的实证分析检验了该方法的有效性。
Abstract:
In view of the actuality that the test for heteroscedasticity is supposed in fixed clusters,a test for heteroscedasticity in random clusters is proposed here.The method of variances parameterization is utilized to investigate the test for heteroscedasticity in Poisson-gamma regression model of longitudinal data.The composite tests for heteroscedasticity and random clusters are given.The statistic data of score test is obtained.A numerical example of the real data is given here to illustrate the effectiveness.

参考文献/References:

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备注/Memo

备注/Memo:
基金项目: 国家自然科学基金( 10671032)
作者简介: 谢建春( 1979- ) , 男, 讲师, 主要研究方向: 统计诊断, E-mail:jcx iestat@ yahoo. cn。
更新日期/Last Update: 2012-11-19