A simple and exploratory way to determine the mean-variance relationship in generalized linear models.
This paper introduces an exploratory way to determine how variance relates to the mean in generalized linear models. This novel method employs the robust likelihood technique introduced by Royall and Tsou.A urinary data set collected by Ginsberg et al. and the fabric data set analysed by Lee and Nelder are considered to demonstrate the applicability and simplicity of the proposed technique. Application of the proposed method could easily reveal a mean-variance relationship that would generally be left unnoticed, or that would require more complex modelling to detect.
Tsou
Tsung-Shan
TS
Institute of Statistics, National Central University, Taiwan. tsou@mx.stat.ncu.edu.tw
D003198:Computer Simulation; D003404:Creatinine / Q000652:urine; D003627:Data Interpretation, Statistical; D006801:Humans; D016014:Linear Models; D011507:Proteinuria / Q000378:metabolism; D012044:Regression Analysis; D013784:Textiles / Q000592:standards
D003404:Creatinine