Testing for varying dispersion in discrete exponential family nonlinear models

Abstract

It is necessary to test for varying dispersion in generalized nonlinear models. Wei, et al (1998) developed a likelihood ratio test, a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models. This type of problem in the framework of general discrete exponential family nonlinear models is discussed. Two types of varying dispersion, which are random coefficients model and random effects model, are proposed, and corresponding score test statistics are constructed and expressed in simple, easy to use, matrix formulas.