On Likelihood Ratio Tests of One-sided Hypotheses in Generalized Linear Models with Canonical Links
نویسنده
چکیده
For generalized linear models with multivariate response and natural link functions, likelihood ratio test of one-sided hypothesis on the regression parameter is considered under rather general conditions. The null-asymptotic distribution of the test statistic turns out to be chi-bar squared. The extension of the above results to include quasi-likellihood ratio test to incorporate over-dispersion when the response is univariate is also discussed. A simple example illustrates the application of the main result.
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