Score Tests for Fixed Effects and Overdispersion Components in Nonlinear Models for Repeated Measures

K. Das and B. C. Sutradhar

Journal of Multivariate Analysis, 1995, vol. 54, issue 1, 126-146

Abstract: A general nonlinear regression model for repeated measures data is considered. Neyman's [16] partial score tests are derived for the significance of regression parameters as well as overdispersion components of the model. Neyman's score test is asymptotically locally optimal, and the test statistic has asymptotically [chi]2 distribution under the null hypothesis, with m degrees of freedom, where m is the number of independent restrictions over the parameters, specified under the null hypothesis. The test for the regression parameters is illustrated by a numerical example.

Date: 1995
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(85)71048-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:54:y:1995:i:1:p:126-146

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().