Tests for independence in a bivariate negative binomial model

Sooyoung Cheon; Seuck Heun Song; Byoung Cheol Jung

doi:10.1016/j.jkss.2008.11.004

Tests for independence in a bivariate negative binomial model

Sooyoung Cheon, Seuck Heun Song, Byoung Cheol Jung

Department of Statistics

Korea University

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

13 Scopus citations

Abstract

The score test and LR test statistic for testing independence are proposed in a bivariate negative binomial regression model. We also propose an adjusted score test in order to enhance the efficiency of the score test. This study is an extension of the work in a univariate model by Dean and Lawless [Dean, C., Lawless, F. (1989). Tests for detecting overdispersion in Poisson regression models. Journal of the American Statistical Association, 84, 467-472]. The adjusted score test proposed in this study is more efficient than the complicated LR test.

Original language	English
Pages (from-to)	185-190
Number of pages	6
Journal	Journal of the Korean Statistical Society
Volume	38
Issue number	2
DOIs	https://doi.org/10.1016/j.jkss.2008.11.004
State	Published - Jun 2009

Keywords

62F03
62J02
Bivariate negative binomial regression model
LR test
Score test
primary
secondary

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10.1016/j.jkss.2008.11.004

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AU - Song, Seuck Heun

AU - Jung, Byoung Cheol

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AB - The score test and LR test statistic for testing independence are proposed in a bivariate negative binomial regression model. We also propose an adjusted score test in order to enhance the efficiency of the score test. This study is an extension of the work in a univariate model by Dean and Lawless [Dean, C., Lawless, F. (1989). Tests for detecting overdispersion in Poisson regression models. Journal of the American Statistical Association, 84, 467-472]. The adjusted score test proposed in this study is more efficient than the complicated LR test.

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KW - 62J02

KW - Bivariate negative binomial regression model

KW - LR test

KW - Score test

KW - primary

KW - secondary

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SP - 185

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JO - Journal of the Korean Statistical Society

JF - Journal of the Korean Statistical Society

IS - 2

ER -

Tests for independence in a bivariate negative binomial model

Abstract

Keywords

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