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http://dx.doi.org/10.5351/KJAS.2018.31.4.475

Comparing the performance of likelihood ratio test and F-test for gamma generalized linear models  

Jo, Seongil (Department of Statistics (Institute of Applied Statistics), Chonbuk National University)
Han, Jeongseop (Department of Mathematics, Korea Military Academy)
Lee, Woojoo (Department of Statistics, Inha University)
Publication Information
The Korean Journal of Applied Statistics / v.31, no.4, 2018 , pp. 475-484 More about this Journal
Abstract
Gamma generalized linear models are useful for non-negative and skewed responses. However, these models have received less attention than Poisson and binomial generalized linear models. In particular, hypothesis testing for the significance of regression coefficients has not been thoroughly studied. In this paper we assess the performance of various test statistics for gamma generalized linear models based on numerical studies. Our results show that the likelihood ratio test and F-type test are generally recommended and that the partial deviance test should be avoided in practice.
Keywords
F-test; gamma generalized linear models; likelihood ratio test; partial deviance test;
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Times Cited By KSCI : 1  (Citation Analysis)
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