Score tests for testing independence in the zero-truncated bivariate poisson models

Byoung Cheol Jung; Sang Moon Han; Jungbok Lee

doi:10.1080/03610920601001782

Score tests for testing independence in the zero-truncated bivariate poisson models

Byoung Cheol Jung, Sang Moon Han, Jungbok Lee

Department of Statistics

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Abstract

In this study, score test statistics for testing independence in the zero-truncated bivariate Poisson distributions are proposed. The Monte Carlo study shows that the score tests proposed in this article keep the significance level close to the nominal one, but the LR and Wald tests over-reject the null hypothesis when it is true. The score tests for testing independence in the zero-truncated bivariate Poisson regression models are also derived in this study.

Original language	English
Pages (from-to)	599-611
Number of pages	13
Journal	Communications in Statistics - Theory and Methods
Volume	36
Issue number	3
DOIs	https://doi.org/10.1080/03610920601001782
State	Published - Jan 2007

Keywords

Independence
Score test
Truncated bivariate Poisson

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10.1080/03610920601001782

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abstract = "In this study, score test statistics for testing independence in the zero-truncated bivariate Poisson distributions are proposed. The Monte Carlo study shows that the score tests proposed in this article keep the significance level close to the nominal one, but the LR and Wald tests over-reject the null hypothesis when it is true. The score tests for testing independence in the zero-truncated bivariate Poisson regression models are also derived in this study.",

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Score tests for testing independence in the zero-truncated bivariate poisson models

Abstract

Keywords

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