The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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The Effects of Dispersion Parameters and Test for Equality of Dispersion Parameters in Zero-Truncated Bivariate Generalized Poisson Models

제로절단된 이변량 일반화 포아송 분포에서 산포모수의 효과 및 산포의 동일성에 대한 검정

  • Received : 20100200
  • Accepted : 20100300
  • Published : 2010.06.30
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Abstract

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.

본 연구에서는 제로절단된 이변량 일반화 포아송 분포에서 두 반응변수간 산포모수의 효과에 대하여 연구하였다. 모의실험 결과 두 반응변수가 서로 다른 산포를 갖는 경우 이를 무시하는 이변량 포아송 분포나 이변량 음이항 분포에 의한 모형적합은 효율성이 떨어지는 것으로 나타났다. 아울러 본 연구에서는 이와 같은 상이한 산포의 존재유무에 대한 가설검정에서 스코어 검정을 유도하고 우도비 검정과 효율성을 비교하였다.

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References

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