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이변량 음이항 모형에서 붓스트랩 방법을 이용한 과대산포에 대한 검정Testing for Overdispersion in a Bivariate Negative Binomial Distribution Using Bootstrap Method
- Other Titles
- Testing for Overdispersion in a Bivariate Negative Binomial Distribution Using Bootstrap Method
- Issue Date
- 2008
- Publisher
- 한국통계학회
- Keywords
- Bivariate poisson; bivariate negative binomial; overdispersion; bootstrap.
- Citation
- 응용통계연구, v.21, no.2, pp.341 - 353
- Indexed
- KCI
- Journal Title
- 응용통계연구
- Volume
- 21
- Number
- 2
- Start Page
- 341
- End Page
- 353
- ISSN
- 1225-066X
- Abstract
- The bootstrap method for the score test statistic is proposed in a bivariate negativebinomial distribution. The Monte Carlo study shows that the score test for testingoverdispersion underestimates the nominal signicance level, while the score test for\intrinsic correlation" overestimates the nominal one. To vercome this problem, wepropose a bootstrap method for the score test. We nd that bootstrap methods keepthe signicance level close to the nominal signicance level for testing the hypothesis. An empirical example is provided to illustrate the results.
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