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Homogeneity of dispersion parameters and zero-inflation parameters is a standard assumption in zero-inflated generalized Poisson regression (ZIGPR) models. However, this assumption may be not appropriate in some situations. This work develops a score test for varying dispersion and/or...
Persistent link: https://www.econbiz.de/10008674940
Count data with excess zeros arises in many contexts. Here our concern is to develop a Bayesian analysis for the zero-inflated generalized Poisson (ZIGP) regression model to address this problem. This model provides a useful generalization of zero-inflated Poisson model since the generalized...
Persistent link: https://www.econbiz.de/10010953645
Zero-inflated Poisson (ZIP) regression model is a popular approach to the analysis of count data with excess zeros. For correlated count data where the observations are either repeated or clustered outcomes from individual subjects, ZIP mixed regression model may be appropriate. However, ZIP...
Persistent link: https://www.econbiz.de/10005006014
In this article, we consider some diagnostics for skew-normal nonlinear regression models with AR(1) errors which provide a useful extension of the normal regression models. The estimation of the parameters in the models is studied based on the EM algorithm. Meanwhile, several score tests are...
Persistent link: https://www.econbiz.de/10005006044
For the data from multivariate t distributions, it is very hard to make an influence analysis based on the probability density function since its expression is intractable. In this paper, we present a technique for influence analysis based on the mixture distribution and EM algorithm. In fact,...
Persistent link: https://www.econbiz.de/10005458336
Persistent link: https://www.econbiz.de/10005165724
Regression model with skew-normal errors provides useful extension for ordinary normal regression models when the data set under consideration involves asymmetric outcomes. On the other hand, the homogeneity of variances (if they exist) is a standard assumption in skew-normal nonlinear...
Persistent link: https://www.econbiz.de/10005223491
Persistent link: https://www.econbiz.de/10005081892
Recently Lin & Wei (2003) developed the score test for heteroscedasticity in nonlinear regression models and investigated the power of this test through Monte Carlo simulations. This paper presents an approach for estimating local power of the score test, based on an asymptotic approximation to...
Persistent link: https://www.econbiz.de/10012918200
Persistent link: https://www.econbiz.de/10005760289