| 广义非线性混合效应模型的变离差检验 |
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| 引用本文： | 韦博成,林金官.广义非线性混合效应模型的变离差检验[J].东南大学学报(自然科学版),2002,32(3):528-535. |
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| 作者姓名： | 韦博成 林金官 |
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| 作者单位： | 1. 东南大学应用数学系,南京 210096
2. 东南大学应用数学系,南京 210096;江苏教育学院数学系,南京 210013 |
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| 基金项目： | 国家自然科学基金资助项目 ( 196 310 40 )，江苏省自然科学基金资助项目 (BK990 0 2 ) |
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| 摘 要： | 应用混合效应方法研究了广义族非线性模型的变离差检验问题。对离散和连续两类指数族分布，提出了若干个有效的检验统计量，所有统计量都可用简单、便于计算的矩阵公式来表示，这些结果和方法可应用于广泛的实际问题与实际模型并利用务浆渗透数据来说明方法的有效性。
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| 关 键 词： | 混合效应 变离差检验 广义非线性模型 随机效应 方差分量 Score检验 回归模型 |
| 文章编号： | 1001-0505(2002)03-0528-08 |
Testing for varying dispersion in generalized nonlinear mixed effects models |
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| Wei Bocheng,Lin Jinguan.Testing for varying dispersion in generalized nonlinear mixed effects models[J].Journal of Southeast University(Natural Science Edition),2002,32(3):528-535. |
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| Authors: | Wei Bocheng Lin Jinguan |
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| Institution: | Wei Bocheng 1 Lin Jinguan 1,2 |
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| Abstract: | The test for heteroscedasticity or varying dispersion is discussed in the framework of exponential family nonlinear mixed models. Two classes of exponential family distributions are considered. Several tests of varying dispersion in two classes of generalized nonlinear models with mixed effects are proposed correspondingly. By using mixed effects methods, the score test statistics are constructed and expressed in simple, easy to use, matrix formulas. These results can be widely applied to many practical problems and models. The effectiveness of the test methods is illustrated by the plasma concentration data. |
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| Keywords: | generalized nonlinear models random effects varying dispersion variance component score tests |
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