A quasi-score statistic for homogeneity testing against covariate-varying heterogeneity.
A quasi-score statistic for homogeneity testing against covariate-varying heterogeneity.
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DOI：
10.1111/sjos.12308
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发表时间：
2018-09
期刊：
影响因子：
--
通讯作者：
Fine JP
中科院分区：
文献类型：
--
作者：
Todem D;Hsu WW;Fine JP
在统计建模中，通常感兴趣的是评估捕获总体异质性的非负量，例如方差，混合比例和分散参数。在协变量依赖异质性的情况下，隐含的同质性假设是不标准的，现有的推理技术是不适用的。在本文中，我们开发了一个准得分检验统计量，以评估同质性对异质性，通过回归模型的协变量配置文件而变化。我们建立了极限零分布的卡方过程的混合物作为一个功能的测试。该方法并不要求完全具体说明数据的全部分布情况。相反，假设感兴趣的模型的有限维分量的一般估计函数，但人口的其他特征完全未指定。我们应用该方法来评估计数数据的零膨胀模型中的超额零比例。我们的数值模拟表明，该测试可以大大提高效率的同质性测试，忽略协变量信息下的备择假设。龋齿指数的实证应用证明了该方法在检测数据中多余零的重要性和实用性。
In statistical modeling, it is often of interest to evaluate non-negative quantities that capture heterogeneity in the population such as variances, mixing proportions and dispersion parameters. In instances of covariate-dependent heterogeneity, the implied homogeneity hypotheses are nonstandard and existing inferential techniques are not applicable. In this paper, we develop a quasi-score test statistic to evaluate homogeneity against heterogeneity that varies with a covariate profile through a regression model. We establish the limiting null distribution of the proposed test as a functional of mixtures of chi-square processes. The methodology does not require the full distribution of the data to be entirely specified. Instead, a general estimating function for a finite dimensional component of the model that is of interest is assumed but other characteristics of the population are left completely unspecified. We apply the methodology to evaluate the excess zero proportion in zero-inflated models for count data. Our numerical simulations show that the proposed test can greatly improve efficiency over tests of homogeneity that neglect covariate information under the alternative hypothesis. An empirical application to dental caries indices demonstrates the importance and practical utility of the methodology in detecting excess zeros in the data.
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影响因子：
6.1
作者：
Andrews, DWK
通讯作者：
Andrews, DWK
DOI：
10.1111/j.1600-0528.2004.00155.x
发表时间：
2004-06-01
影响因子：
2.3
作者：
Lewsey, JD;Thomson, WM
通讯作者：
Thomson, WM
影响因子：
2.7
作者：
Ritz, C;Skovgaard, IM
通讯作者：
Skovgaard, IM
影响因子：
2.7
作者：
PARZEN, MI;WEI, LJ;YING, Z
通讯作者：
YING, Z
影响因子：
3.7
作者：
Heller, Ruth;Rosenbaum, Paul R.;Small, Dylan S.
通讯作者：
Small, Dylan S.