华东师范大学学报(自然科学版) ›› 2010, Vol. 2010 ›› Issue (1): 17-23.

• 应用数学与基础数学 • 上一篇    下一篇

零截尾广义 Poisson 回归模型及其 Score 检验（英）

赵为华1,冯予2,李泽安1   

  1. 1. 南通大学理学院, 江苏南通226007; 2. 南京理工大学,南京 210094
  • 收稿日期:2009-05-17 修回日期:2009-07-21 出版日期:2010-01-25 发布日期:2010-01-25
  • 通讯作者: 赵为华

Zero-truncated generalized Poisson regression model and its score tests

ZHAO Wei-hua1, FENG Yu2,LI Ze-an1   

  1. 1. School of Sciences, Nantong University, Nantong Jiangsu226007, China; 2. Nanjing University of Science and Technology, Nanjing 210094, China
  • Received:2009-05-17 Revised:2009-07-21 Online:2010-01-25 Published:2010-01-25
  • Contact: ZHAO Wei-hua

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摘要： 研究零截尾广义 Poisson 回归模型, 给出了模型的参数估计方法,着重研究检验零截尾 Poisson 回归、零截尾广义 Poisson 回归以及检验回归系数显著性的 score 检验统计量,并用一个数值实例来说明方法的有效性.最后通过一个仿真模拟例子来研究 score 检验统计量的检验功效.

关键词: 广义 Poisson 回归, 零截尾, score 检验, 广义 Poisson 回归, 零截尾, score 检验

Abstract: This paper extended the ZTP regression model to Zero-truncated generalized Poisson regression model. An algorithm for estimating parameters was obtained and two score tests were presented for testing the ZTP regression model against the ZTGP regression model, and for testing the significance of regression coefficients. A numerical example was given to illustrate our method and the power of score tests was investigated by Monte Carlo simulation.

Key words: zero-truncated, score test, generalized Poisson regression, zero-truncated, score test

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