Varying Dispersion Diagnostics for Inverse Gaussian Regression Models

DOI10.1080/0266476042000285512MaRDI QIDQ3591949zbMATH OpenOpenAlexFDO

Authors Jinguan Lin, Nansong Zhang, Bocheng Wei

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0266476042000285512

zbMATH Keywords

adjusted score testdispersion parameterinverse Gaussian modelsorthogonality transformationsimulation studyvarying dispersion

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(16)

• Homogeneity diagnostics for skew-normal nonlinear regression models
• Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors
• 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
• Heteroscedasticity diagnostics in two-phase linear regression models
• Statistical diagnostics for skew-t-normal nonlinear models
• On a Conjecture concerning Inverse Gaussian Regression
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
• Beyond mean modelling: bias due to misspecification of dispersion in Poisson-inverse Gaussian regression
• Testing for varying zero-inflation and dispersion in generalized Poisson regression models
• Skew-normal semiparametric varying coefficient model and score test
• Influence analysis for count data based on generalized Poisson regression models
• Approximate power of score test for varying dispersion under local alternatives in inverse Gaussian regression models
• Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
• Heteroscedasticity diagnostics for t linear regression models
• Diagnostics for skew-normal nonlinear regression models with AR(1) errors

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Uses Software

• GLIM

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