scholarly journals Composite Quantile Generalized Quasi-Likelihood Ratio Tests for Varying Coefficient Regression Models

Author(s):  
Jin-ju XU ◽  
Zhong-hua LUO
Bernoulli ◽  
2012 ◽  
Vol 18 (1) ◽  
pp. 177-205 ◽  
Author(s):  
Young K. Lee ◽  
Enno Mammen ◽  
Byeong U. Park

2020 ◽  
Vol 18 (1) ◽  
pp. 2-16
Author(s):  
Lili Yu ◽  
Varadan Sevilimedu ◽  
Robert Vogel ◽  
Hani Samawi

Two quasi-likelihood ratio tests are proposed for the homoscedasticity assumption in the linear regression models. They require few assumptions than the existing tests. The properties of the tests are investigated through simulation studies. An example is provided to illustrate the usefulness of the new proposed tests.


2013 ◽  
Vol 83 (1) ◽  
pp. 36-64 ◽  
Author(s):  
Byeong U. Park ◽  
Enno Mammen ◽  
Young K. Lee ◽  
Eun Ryung Lee

Author(s):  
Shin Zhu Sim ◽  
Ramesh C. Gupta ◽  
Seng Huat Ong

Abstract In this paper, we study the zero-inflated Conway-Maxwell Poisson (ZICMP) distribution and develop a regression model. Score and likelihood ratio tests are also implemented for testing the inflation/deflation parameter. Simulation studies are carried out to examine the performance of these tests. A data example is presented to illustrate the concepts. In this example, the proposed model is compared to the well-known zero-inflated Poisson (ZIP) and the zero- inflated generalized Poisson (ZIGP) regression models. It is shown that the fit by ZICMP is comparable or better than these models.


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