Score tests and powers for departures from nominal dispersion in separable and continuous generalized nonlinear models with longitudinal data

MaRDI QIDQ3404696zbMATH OpenFDO

Authors Jinguan Lin, Yong Li, Bocheng Wei

Publication date 12 February 2010

zbMATH Keywords

score testssimulated power

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Monte Carlo methods (65C05)

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• Testing for departures from nominal dispersion and power simulations in discrete generalized nonlinear models with longitudinal data
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Cited in

(5)

• Testing of homogeneity of variance and autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation
• Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects
• Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models
• Testing for autocorrelation and random-effects in nonlinear mixed effects models based on \(M\)-estimation
• Testing for departures from nominal dispersion and power simulations in discrete generalized nonlinear models with longitudinal data

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