Varying Dispersion Diagnostics for Inverse Gaussian Regression Models
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DOI: 10.1080/0266476042000285512
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Cited by:
- Jin-Guan Lin & Li-Xing Zhu & Feng-Chang Xie, 2009. "Heteroscedasticity diagnostics for t linear regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 59-77, June.
- Jin-Guan Lin & Li-Xing Zhu & Chun-Zheng Cao & Yong Li, 2011. "Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1509-1531, August.
- Feng-Chang Xie & Jin-Guan Lin & Bo-Cheng Wei, 2010. "Testing for varying zero-inflation and dispersion in generalized Poisson regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(9), pages 1509-1522.
- Xie, Feng-Chang & Lin, Jin-Guan & Wei, Bo-Cheng, 2009. "Diagnostics for skew-normal nonlinear regression models with AR(1) errors," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4403-4416, October.
- Liucang Wu & Huiqiong Li, 2012. "Variable selection for joint mean and dispersion models of the inverse Gaussian distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(6), pages 795-808, August.
- Xie, Feng-Chang & Wei, Bo-Cheng & Lin, Jin-Guan, 2009. "Homogeneity diagnostics for skew-normal nonlinear regression models," Statistics & Probability Letters, Elsevier, vol. 79(6), pages 821-827, March.
- Chun-Zheng Cao & Jin-Guan Lin & Li-Xing Zhu, 2010. "Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors," Statistical Papers, Springer, vol. 51(4), pages 813-836, December.
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Keywords
Adjusted score test; dispersion parameter; inverse Gaussian models; orthogonality transformation; simulation study; varying dispersion;All these keywords.
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