The Effects of Dispersion Parameters and Tests for Equality of Dispersion Parameters in Zero-Truncated Bivariate Generalized Poisson Models

被引：0

作者：

Lee, Dong-Hee ^{[1
]}

Jung, Byoung Cheol ^{[2
]}

机构：

[1] Kyonggi Univ, Dept Business Adm, Suwon, South Korea

[2] Univ Seoul, Dept Stat, Jeonnong Dong 90, Seoul 136743, South Korea

来源：

KOREAN JOURNAL OF APPLIED STATISTICS | 2010年 / 23卷 / 03期

关键词：

Bivariate generalized Poisson distribution; bivariate negative binomial distribution; likelihood ratio test; score test; zero-truncation;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This study, investigates the effects of dispersion parameters between two response variables in zero-truncated bivariate generalized Poisson distributions. A Monte Carlo study shows that the zero-truncated bivariate Poisson and negative binomial models fit poorly wherein the zero-truncated bivariate count data has heterogeneous dispersion parameters on dependent variables. In addition, we derive the score test for testing the equality of the dispersion parameters and compare its efficiency with the likelihood ratio test.

引用

页码：585 / 594

页数：10

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