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在广义参数和非参数模型中, 虽然不存在异方差检验问题,但是方差成分的检验问题仍是研究者们关心的对象. 本文利用P-样条的方法,研究了广义单指标混合模型的方差成分检验问题.得到了检验广义单指标混合模型是否存在由随机效应引起的偏大离差问题的Score检验统计量,最后给出计算机模拟的例子, 证实了文中所提出方法的可行性和有效性,推广和发展了先前的研究工作

The Testing of Random Effect in Mixed Generalized Single Index Models

In the regression analysis, it is common toassume the independence and homogeneous of the observationresponses. In generalized parametric and nonparametric models, theredoes not exist the homoscedasticity of the model. However, in manyexponential models, random effect is another main cause for over orunder-dispersion of variance. So in this paper, the testing ofrandom effect in discrete generalized single index model with randomeffects for longitudinal data is studied. Simulation for the Scoretesting statistics is also illustrated.