Score Tests for Testing Independence in the Zero-Truncated Bivariate Poisson Models |
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| Authors: | Byoung Cheol Jung Sang Moon Han Jungbok Lee |
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| Institution: | 1. Department of Statistics , University of Seoul , Seoul, Korea bcjung@uos.ac.kr;3. Department of Statistics , University of Seoul , Seoul, Korea;4. Department of Statistics , Korea University , Seoul, Korea |
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| Abstract: | In this study, score test statistics for testing independence in the zero-truncated bivariate Poisson distributions are proposed. The Monte Carlo study shows that the score tests proposed in this article keep the significance level close to the nominal one, but the LR and Wald tests over-reject the null hypothesis when it is true. The score tests for testing independence in the zero-truncated bivariate Poisson regression models are also derived in this study. |
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| Keywords: | Independence Score test Truncated bivariate Poisson |
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