首先刻画了非线性随机效应模型的异方差类型，进而研究了非线性随机效应模型的异方差检验；

We first develop the tests for varying dispersion in two special generalized nonlinear models of longitudinal data: (1) logistic nonlinear models in binomial data;

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和普通的非线性回归模型一样，具有相关误差的非线性模型也存在异方差检验问题，但通常还要检验相关性。

As in ordinary regression models, the problem of the heteroscedasticity test still exists in nonlinear models with correlated errors, but, the test for correlation also needs to be considered.

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应用极值理论，通过极值指数估计量，提出了一种可行的对异方差的检验方法。

One kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.

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