• Title/Summary/Keyword: Adjusted profile extended quasi-likelihood

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Regression Diagnostics on Joint Modelling of Mean and Dispersion (평균과 분산의 동시모형에 따른 회귀진단법에 관한 연구)

  • 강위창;이영조;송문섭
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.407-414
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    • 2000
  • Carroll and Ruppert(1988) analyzed the esterase assay data with regression model based on quasi-likelihood. Jung and Lee(1997) introduced a goodness-of-fit test for testing the adequacy of the quasi-likelihood and claimed that there is no gross inadequacy with the model because their test was not rejected. However, Lee and Xelder(199S)'s residual plots revealed that the model did not sufficiently reflect the increase of the variance with that of the mean. In this paper, we re-analyze the esterase assay data with the joint modelling of mean and dispersion in Lee and l\elder(1998) and evaluate the validity of the fitted model by applying the residual plots. And it is illustrated that Lee and Nelder(199S)'s restricted likelihood is more efficient in goodness-of-fit test for the dispersion model.

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