首页> 外文会议>International Triennial Calcutta Symposium on Probability and Statistics; 20031228-31; Calcutta(IN) >A GLOBAL TEST FOR THE GOODNESS OF FIT OF GENERALIZED LINEAR MODELS : AN ESTIMATING EQUATION APPROACH
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A GLOBAL TEST FOR THE GOODNESS OF FIT OF GENERALIZED LINEAR MODELS : AN ESTIMATING EQUATION APPROACH

机译:广义线性模型拟合优度的全局检验:估计方程方法。

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摘要

Generalized linear models are used to analyze a wide variety of discrete and continuous data with possible overdispersion under the assumption that the data follow an exponential family of distributions. The violation of this assumption may have adverse effects on the statistical inferences. The existing goodness of fit ,tests for checking this assumption are valid only for a standard exponential family of distributions with no overdispersion. In this paper, we develop a global goodness of fit test for the general exponential family of distributions which may or may not contain overdispersion. The proposed statistic has asymptotically standard Gaussian distribution which should be easy to implement.
机译:在数据遵循指数分布族的假设下,广义线性模型用于分析各种离散数据和连续数据,并可能产生过度分散。违反此假设可能会对统计推断产生不利影响。现有的拟合优度检验用于检验此假设,仅对标准指数族分布没有过度分散有效。在本文中,我们针对可能包含或不包含过度分散的一般指数分布,开发了整体拟合优度检验。所提出的统计量具有渐近标准的高斯分布,应该易于实现。

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