Tests for independence in a bivariate negative binomial model

被引：14

作者：

Cheon, Sooyoung ^{[2
]}

Song, Seuck Heun ^{[3
]}

Jung, Byoung Cheol ^{[1
]}

机构：

[1] Univ Seoul, Dept Stat, Seoul 130743, South Korea

[2] Korea Univ, KU Ind Acad Cooperat Grp Team Econ & Stat, Jochiwon 339700, South Korea

[3] Korea Univ, Dept Stat, Seoul 136701, South Korea

来源：

JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2009年 / 38卷 / 02期

关键词：

Bivariate negative binomial regression model; Score test; LR test; POISSON REGRESSION-MODEL; DETECTING OVERDISPERSION; COUNT DATA;

D O I：

10.1016/j.jkss.2008.11.004

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The score test and LR test statistic for testing independence are proposed in a bivariate negative binomial regression model. We also propose an adjusted score test in order to enhance the efficiency of the score test. This study is an extension of the work in a univariate model by Dean and Lawless [Dean, C., Lawless, F (1989). Tests for detecting overdispersion in Poisson regression models. Journal of the American Statistical Association, 84, 467-472]. The adjusted score test proposed in this study is more efficient than the complicated LR test. (c) 2008 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

引用

页码：185 / 190

页数：6

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