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Generalized linear models usually assume a common dispersion parameter. Thisassumption is seldom true in practice, and may cause appreciable loss of type Ierror control if standard parametric methods are used. We present analternative semi-parametric group invariance method based on sign flipping ofscore contributions. Our method requires only the correct specification of themean model, but is robust against any misspecification of the variance. Themethod is available in the R library flipscores.

Inference in generalized linear models with robustness to misspecified variances