Homogeneity diagnostics for skew-normal nonlinear regression models

Statistics and Probability Letters

Volumn 79, Issue 6, 2009, Pages 821-827

  Xie, Feng Chang ^a,b   Wei, Bo Cheng ^a   Lin, Jin Guan ^a  

^a SOUTHEAST UNIVERSITY   (China)

^b NANJING AGRICULTURAL UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 60449101684     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2008.11.001     Document Type: Article

References (28)

1. Arellano-Valle R.B., Gomez H.W., and Quintana F.A. A new class of skew-normal distribution. Communication in Statistics-Theory and Methods 33 (2004) 1465-1480
2. Azzalini A. A class of distributions which includes the normal ones. Scandinavian Journal of Statistics 12 (1985) 171-178
3. Azzalini A. Further results on a class of distributions which includes the normal ones. Statistica 46 (1986) 199-208
4. Azzalini A., and Capitanio A. Statistical applications of the multivariate skew normal distribution. Journal of Royal Statistical Society B 3 (1999) 579-602
5. Azzalini A., and Capitanio A. Distributions generate by perturbation of symmetry with emphasis on a multivariate skew-t distribution. Journal of the Royal Statistical Society Series B 65 (2003) 367-389
6. Azzalini A., and Dalla Valle A. The multivariate skew-normal distribution. Biometrika 83 (1996) 715-726
7. Barroso L.P., and Cordeiro G.M. Bartlett correlations in heteroscedastic t regression models. Statistics & Probability Letters l75 (2005) 86-96
8. Bates D.M., and Watts D.G. Nonlinear Regression Analysis and Its Applications (1988), Wiley, New York
9. Cancho V.G., Lachos V.H., and Ortega E.M. A nonlinear regression model with skew-normal errors. Statistical Papers (2008) 10.1007/s00362-008-0139-y
10. Chen C.F. Score test for regression models. Journal of American Statistical Association 78 (1983) 158-161
11. Cook R.D., and Weisberg S. Diagnostics for heteroscedasticity in regression. Biometrika 70 (1983) 1-10
12. Cox D.R., and Hinkley D.V. Theoretical statistics (1974), Chapman and Hall, London
13. Diblasi A., and Bowman A. Testing for constant variance in a linear model. Statistics & Probability Letters l39 (1997) 95-103
14. Eubank R.L., and Thomas W. Detecting heteroscedasticity in nonparametric regression. Journal of Royal Statistical Society, Series B l55 (1993) 145-155
15. Gupta A.K., and Chen T. Goodness of fit tests for the skew-normal distribution. Communication in Statistics, Computation and Simulation 30 (2001) 907-930
16. Gupta A., and Chen T. On the sample characterization criterion for normal distributions. Journal of Statistical Computation and Simulation 73 (2003) 155-163
17. Henze N.A. A probabilistic representation of the skew-normal distribution. Scandinavian Journal of Statistics 13 (1986) 271-275
18. Lin J.G., and Wei B.C. Testing for heteroscedasticity in nonlinear regression model. Communication in Statistics-Theory and Methods 32 (2003) 171-192
19. Lin J.G., Wei B.C., and Zhang N.S. Varying dispersion diagnostics for inverse gaussian regression models. Journal of Applied Statistics 31 (2004) 1157-1170
20. Ratkowsky D.A. Nonlinear regression models (1983), Marcel Dekker, New York
21. Sahu S.K., Dey D.K., and Branco M. A new class of multivariate distributions with applications to Bayesian regression models. Canadian Journal of Statistics 29 (2003) 129-150
22. Seber G.A.F., and Wild C.J. Nonlinear Regression (1989), Wiley, New York
23. Simonoff J.S., and Tsai C.L. Improved tests for nonconstant variance in regression based on the modified profile likelihood. Applied Statistics 43 (1994) 357-370
24. Smyth G.K. Generalized linear models with varying dispersion. Journal of Royal Statistical Society, Series B 51 (1989) 47-60
25. Tsai C.L. Score test for the first-order autoregressive model with heteroscedasticity. Biometrika 73 (1986) 455-460
26. Wei B.C., Shi J.Q., Fung W.K., and Hu Y.Q. Testing for varying dispersion in exponential family nonlinear models. Annals of the Institute of Statistical Mathematics 50 (1998) 277-294
27. Xie F.C., and Wei B.C. Diagnostics analysis for log-Birnbaum-Saunders regression models. Computational Statistics and Data Analysis 51 (2007) 4692-4706
28. Xie, F.C., Wei, B.C., 2008. Influence analysis for count data based on generalized poisson regression models. Statistics (in press)