• Title/Summary/Keyword: Joint modelling of mean and dispersion

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Model Checking for Joint Modelling of Mean and Dispersion (평균과 산포의 동시 모형화에 대한 모형검토)

  • Ha, Il-Do;Lee, Woo-Dong;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.195-209
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    • 1997
  • The joint modelling of mean and dispersion in quasi-likelihood models which greatly extend the scope of generalized linear models, is required in case that the dispersion parameter, the variance component of response variables, is not constant but changes by depending on any covariates. In this paper, by using statistical package GENSTAT(release 5.3.2, 1996) which makes a easily analyze real data through this joint modelling, we mention necessities that must consider this joint modelling rather than existing mean models through model checking based on graphic methods for esterase assay data introduced by Carrol and Ruppert(1987, pp.46-47), and then study methods finding reasonable joint model of mean and dispersion for this data.

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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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Generalized linear models versus data transformation for the analysis of taguchi experiment (다구찌 실험분석에 있어서 일반화선형모형 대 자료변환)

  • 이영조
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.253-263
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    • 1993
  • Recent interest in Taguchi's methods have led to developments of joint modelling of the mean and dispersion in generalized linear models. Since a single data transformation cannot produce all the necessary conditions for an analysis, for the analysis of the Taguchi data, the use of the generalized linear models is preferred to a commonly used data transformation method. In this paper, we will illustrate this point and provide GLIM macros to implement the joint modelling of the mean and dispersion in generalized linear models.

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Adjustments of dispersion statistics in extended quasi-likelihood models (준우도 함수의 분산치 교정)

  • 김충락;서한손
    • The Korean Journal of Applied Statistics
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    • v.6 no.1
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    • pp.41-52
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    • 1993
  • In this paper we study numerical behavior of the adjustments for the variances of the pearson and deviance type dispersion statistics in two overdispersed mixture models; negative binomial and beta-binomial distribution. They are important families of an extended quasi-likelihood model which is very useful for the joint modelling of mean and dispersion. Comparisons are done for two types of dispersion statistics for various mean and dispersion parameters by simulation studies.

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