Testing and Adjusting for Departures from Nominal Dispersion in Generalized Linear Models
From MaRDI portal
Cited in
(11)- Testing for varying dispersion in discrete exponential family nonlinear models
- Noncanonical links in generalized linear models -- when is the effort justified?
- Variance component testing in semiparametric mixed models
- The use of score tests for inference on variance components
- A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
- Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects
- Diagnostic procedures in Birnbaum-Saunders nonlinear regression models
- A comparison of tests for overdispersion in generalized linear models
- Testing for Heteroscedasticity in Nonlinear Regression Models
- A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models
- Testing polynomial covariate effects in linear and generalized linear mixed models
This page was built for publication: Testing and Adjusting for Departures from Nominal Dispersion in Generalized Linear Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4844075)