恰当散度非线性模型变离差的检验

摘要

In this paper, we study the testing for varying dispersion in proper dispersion nonlinear models. Based on the LR statistic and Score statistic, we obtain a test for heteroscedasticity in nonlinear proper dispersion models. A numerical example is given to illustrate our results.%本文研究了恰当散度非线性模型变离差的检验问题.基于似然比统计量和得分统计量,得到变离差的检验.并且用数值例子说明方法是有效的.