A comparison of tests for overdispersion in generalized linear models

Journal of Statistical Computation and Simulation

Volumn 58, Issue 4, 1997, Pages 323-342

  O'Hara Hines, R J ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Extra binomial variation; Extra poisson variation; Score tests; The pearson statistic

Indexed keywords

EID: 0031330460     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659708811838     Document Type: Article

References (21)

1. Chesher, A. (1984) Testing for neglected heterogeneity. Econometrica, 52, 865-872.
2. Chesher, A. and Spady, R. (1991) Asymptotic expansions of the information matrix test statistic. Econometrica, 59, 787-815.
3. Cox, D. R. (1983) Some remarks on overdispersion. Biometrika, 70, 267-274.
4. Dean, C. B. (1992) Testing for overdispersion in Poisson and binomial regression models. Journal of the American Statistical Association, 87, 451-457.
5. Dean, C. B. and Lawless, J. F. (1989) Tests for detecting overdispersion in Poisson regression models. Journal of the American Statistical Association, 84, 467-472.
6. Harris, P. (1985) An asymptotic expansion for the null distribution of the efficient score statistic. Biometrika, 72, 653-659.
7. Harris, P. (1987) Correction to 'An asymptotic expansion for the null distribution of the efficient score statistic'. Biometrika, 74, 667.
8. Landwehr, J. M., Pregibon, D. and Shoemaker, A. C. (1984) Graphical methods for assessing logistic regression models. Journal of the American Statistical Association, 79, 61-83.
9. Longford, N. T. (1993) Random Coefficient Models, Oxford: Clarendon Press.
10. McCullagh, P. and Neider J. A. (1989) Generalized Linear Models, 2nd edn. London: Chapman and Hall.
11. Moore, D. F. (1987) Modelling the extraneous variance in the presence of extra-binomial variation. Applied Statistics, 36, 8-14.
12. O'Hara Hines, R. J. and Carter, E. M. (1993) Improved added variable and partial residual plots for the detection of influential observations in generalized linear models. Applied Statistics, 42, 3-20.
13. O'Hara Hines, R. J. and Lawless, J. F. (1993) Modelling overdispersion in toxicological mortality data grouped over time. Biometrics, 49, 107-121.
14. O'Hara Hines, R. J., Lawless, J. F. and Carter, E. M. (1992) Diagnostics for a multinomial generalized linear model, with applications to grouped toxicological mortality data. Journal of the American Statistical Association, 87, 1059-1069.
15. Orme, C. (1990) The small-sample performance of the information-matrix test. Journal of Econometircs, 46, 309-331.
16. Pregibon, D. (1981) Logistic regression diagnostics. Annals of Statistics, 9, 705-724.
17. Smith, P. J. and Heitjan, D. F. (1993) Testing and adjusting for departures from nominal dispersion in generalized linear models. Applied Statistics, 42, 31-41.
18. Sprent, P. (1993) Applied Nonparametric Statistical Methods, 2nd edn. London: Chapman and Hall.
19. White, H. (1982) Maximum likelihood estimation in misspecified models. Econometrica, 50, 1-25.
20. Williams, D. A. (1982) Extra-binomial variation in logistic linear models. Applied Statistics, 31, 144-148.
21. Williams, D. A. (1987) Generalized linear model diagnostics using the deviance and single case deletions. Applied Statistics, 36, 181-191.