Generalized linear models usually assume a common dispersion parameter. This assumption is seldom true in practice, and may cause appreciable loss of type I error control if standard parametric methods are used. We present an alternative semi-parametric group invariance method based on sign flipping of score contributions. Our method requires only the correct specification of the mean model, but is robust against any misspecification of the variance. The method is available in the R library flipscores.
翻译:通用线性模型通常假设一个共同的分散参数。 这个假设在实践中很少发生,如果使用标准的参数方法,可能会造成明显损失I型错误控制。 我们提出了一个基于分数贡献符号翻转的半参数群变法替代方法。 我们的方法只需要正确说明平均模型,但能防止差异的错误区分。 R 库的翻转点提供了这种方法。