陈淙洁, 朱仲义. 广义单指标混合模型的随机效应存在性检验[J]. 应用概率统计, 2011, 27(1): 29-38.
引用本文: 陈淙洁, 朱仲义. 广义单指标混合模型的随机效应存在性检验[J]. 应用概率统计, 2011, 27(1): 29-38.
Chen Congjie, Zhu Zhongyi. The Testing of Random Effect in Mixed Generalized Single Index Models[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(1): 29-38.
Citation: Chen Congjie, Zhu Zhongyi. The Testing of Random Effect in Mixed Generalized Single Index Models[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(1): 29-38.

广义单指标混合模型的随机效应存在性检验

The Testing of Random Effect in Mixed Generalized Single Index Models

  • 摘要: 在广义参数和非参数模型中, 虽然不存在异方差检验问题, 但是方差成分的检验问题仍是研究者们关心的对象. 本文利用P-样条的方法, 研究了广义单指标混合模型的方差成分检验问题. 得到了检验广义单指标混合模型是否存在由随机效应引起的偏大离差问题的Score检验统计量, 最后给出计算机模拟的例子, 证实了文中所提出方法的可行性和有效性, 推广和发展了先前的研究工作

     

    Abstract: In the regression analysis, it is common to assume the independence and homogeneous of the observation responses. In generalized parametric and nonparametric models, there does not exist the homoscedasticity of the model. However, in many exponential models, random effect is another main cause for over or under-dispersion of variance. So in this paper, the testing of random effect in discrete generalized single index model with random effects for longitudinal data is studied. Simulation for the Score testing statistics is also illustrated.

     

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