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Quant版 - How to test a sequence has negative binomial distribution
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相关话题的讨论汇总
话题: binomial话题: negative话题: sequence话题: test
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1 (共1页)
c**********e
发帖数: 2007
1
Suppose I have a continuous variable X and a frequency variable Y. I fit a
model by SAS GENMOD. The model says that Y has a negative binomial
distribution with mean a+bX (or exp(a+bX)).
Specifically, I have a sequence X1, X2, ..., Xn and Y1, Y2, ..., Yn. How to
test Yi's follow negative binomial distributions with mean a+bXi (or exp(a+
bXi))?
Anybody has an idea? Thanks a ton.
H***a
发帖数: 735
2
qqplot(Y, a+bX)? Assuming you know a, b
s*********e
发帖数: 1051
3
周末了,可以浪费点时间。
poison and nb share the same mean function. the difference is dispersion.
therefore, the most simple is to test the significance of dispersion
parameter in nb, which should be a gamma mixture (if my memory serves me
right)

to
a+

【在 c**********e 的大作中提到】
: Suppose I have a continuous variable X and a frequency variable Y. I fit a
: model by SAS GENMOD. The model says that Y has a negative binomial
: distribution with mean a+bX (or exp(a+bX)).
: Specifically, I have a sequence X1, X2, ..., Xn and Y1, Y2, ..., Yn. How to
: test Yi's follow negative binomial distributions with mean a+bXi (or exp(a+
: bXi))?
: Anybody has an idea? Thanks a ton.

s*********e
发帖数: 1051
4
lm test proposed by greene
http://wp.me/p42ab-cr

to
a+

【在 c**********e 的大作中提到】
: Suppose I have a continuous variable X and a frequency variable Y. I fit a
: model by SAS GENMOD. The model says that Y has a negative binomial
: distribution with mean a+bX (or exp(a+bX)).
: Specifically, I have a sequence X1, X2, ..., Xn and Y1, Y2, ..., Yn. How to
: test Yi's follow negative binomial distributions with mean a+bXi (or exp(a+
: bXi))?
: Anybody has an idea? Thanks a ton.

1 (共1页)
进入Quant版参与讨论
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弱问一题,关于binomial的[合集] Gaussian积分函数如何证明?
在 matlab 里如何simulate 符合下面这样的hierarchical distribution 的data.问一个convergence of random variables的问题
请问一道老题一道关于VaR的题目.
相关话题的讨论汇总
话题: binomial话题: negative话题: sequence话题: test