Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models

DOI10.1080/02331880802190497zbMath1282.62156MaRDI QIDQ5400781

Jin-Guan Lin

Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802190497

zbMATH Keywords

simulation; score test; local power; varying dispersion; asymptotic chi-square; exponential family nonlinear models

Mathematics Subject Classification ID

62J02: General nonlinear regression

Related Items

Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Diagnostics for heteroscedasticity in regression
• Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models
• Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model
• Testing for varying dispersion in exponential family nonlinear models
• Exponential family nonlinear models
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
• Linear regression through the origin with constant coefficient of variation for the inverse gaussian distribution
• Power/Sample Size Calculations for Generalized Linear Models
• Inverse Gaussian Ratio Estimation
• Sample Size for Individually Matched Case-Control Studies
• Exponential Dispersion Models and Extensions: A Review
• POWER FUNCTION FOR INVERSE GAUSSIAN REGRESSION MODELS
• Testing for Heteroscedasticity in Nonlinear Regression Models