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Volumn 32, Issue 1, 1997, Pages 75-79

Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model

Author keywords

Count data; Overdispersion test

Indexed keywords


EID: 0031566912     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00058-2     Document Type: Article
Times cited : (2)

References (11)
  • 1
    • 84986409852 scopus 로고
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    • (1986) J. Appl. Econometrics , vol.1 , pp. 29-53
    • Cameron, A.C.1    Trivedi, P.K.2
  • 2
    • 44949287625 scopus 로고
    • Regression-based tests for overdispersion in the Poisson model
    • Cameron, A.C. and P.K. Trivedi (1990), Regression-based tests for overdispersion in the Poisson model, J. Econometrics 46, 347-364.
    • (1990) J. Econometrics , vol.46 , pp. 347-364
    • Cameron, A.C.1    Trivedi, P.K.2
  • 3
    • 0021565205 scopus 로고
    • Testing for neglected heterogeneity
    • Chesher, A.D. (1984), Testing for neglected heterogeneity, Econometrica 52, 865-872.
    • (1984) Econometrica , vol.52 , pp. 865-872
    • Chesher, A.D.1
  • 4
    • 0000865420 scopus 로고
    • Some remarks on overdispersion
    • Cox, D.R. (1983), Some remarks on overdispersion, Biometrika 70, 269-274.
    • (1983) Biometrika , vol.70 , pp. 269-274
    • Cox, D.R.1
  • 5
    • 0040606893 scopus 로고
    • Testing for overdispersion in Poisson and binomial regression models
    • Dean, C. (1992), Testing for overdispersion in Poisson and binomial regression models, J. Amer. Statist. Assoc. 87, 451-457.
    • (1992) J. Amer. Statist. Assoc. , vol.87 , pp. 451-457
    • Dean, C.1
  • 6
    • 0347951846 scopus 로고
    • Tests for detecting overdispersion in Poisson regression models
    • Dean, C. and J.F. Lawless (1989), Tests for detecting overdispersion in Poisson regression models, J. Amer. Statist. Assoc. 84, 467-472.
    • (1989) J. Amer. Statist. Assoc. , vol.84 , pp. 467-472
    • Dean, C.1    Lawless, J.F.2
  • 7
    • 0001300935 scopus 로고
    • Pseudo maximum likelihood methods: Applications to Poisson models
    • Gourieroux, C., A. Montfort and A. Trognon (1984), Pseudo maximum likelihood methods: applications to Poisson models, Econometrica 52, 701-720.
    • (1984) Econometrica , vol.52 , pp. 701-720
    • Gourieroux, C.1    Montfort, A.2    Trognon, A.3
  • 9
    • 84935670624 scopus 로고
    • Econometric models for count data with an application to the patents R and D relationship
    • Hausman, J., B.H. Hall and Z. Griliches (1984), Econometric models for count data with an application to the patents R and D relationship, Econometrica 52, 909-938.
    • (1984) Econometrica , vol.52 , pp. 909-938
    • Hausman, J.1    Hall, B.H.2    Griliches, Z.3
  • 10
    • 0000546278 scopus 로고
    • Specification tests for Poisson regression models, Internat
    • Lee, L.-F. (1986), Specification tests for Poisson regression models, Internat. Econom. Rev. 27, 689-706.
    • (1986) Econom. Rev. , vol.27 , pp. 689-706
    • Lee, L.-F.1
  • 11
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    • Maximum likelihood estimation of misspecified models
    • White, H. (1982), Maximum likelihood estimation of misspecified models Econometrica 50, 1-25.
    • (1982) Econometrica , vol.50 , pp. 1-25
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.