Testing approaches for overdispersion in poisson regression versus the generalized poisson model

Biometrical Journal

Volumn 49, Issue 4, 2007, Pages 565-584

  Yang, Zhao ^a   Hardin, James W ^b   Addy, Cheryl L ^b   Vuong, Quang H ^c  

^a Premier Research Group plc   (United States)

^b UNIVERSITY OF SOUTH CAROLINA   (United States)

^c PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Bootstrap; Count data; Generalized poisson model; Negative binomial model; Overdispersion; Poisson model; Score test; Vuong test

Indexed keywords

POISSON DISTRIBUTION; STATISTICAL TESTS;

BOOTSTRAP; COUNT DATUM; GENERALIZED POISSON MODEL; NEGATIVE BINOMIAL MODELS; OVERDISPERSION; POISSON MODEL; SCORE TEST; VUONG TEST; WALD TEST;

NORMAL DISTRIBUTION;

EID: 34548095721     PISSN: 03233847     EISSN: 15214036     Source Type: Journal    
DOI: 10.1002/bimj.200610340     Document Type: Article

References (24)

1. Cameron, A. C. and Trivedi, P. K. (1986). Econometric models based on count data: comparisons and applications of some estimators and tests. Journal of Applied Econometrics 1, 29-53.
2. Consul, P. C. (1989). Generalized Poisson distributions: Properties and Applications. Marcel Dekker, New York.
3. Consul, P. C. and Famoye, F. (1992). Generalized Poisson regression model. Communications in statistics - Theory and Method 21, 89-109.
4. Consul, P. C. and Jain, G. C. (1973). A generalization of the Poisson distribution. Technometrics 15, 791-799.
5. Consul, P. C. and Shoukri, M. M. (1986). The negative integer moments of the generalized Poisson distribution. Communications in statistics -Theory and Method 15, 1053-1064.
6. Dean, C. B. (1992). Testing for overdispersion in Poisson and binomial regression models. Journal of the American Statistical Association 87, 451-457.
7. Dean, C. and Lawless, J. F. (1989). Tests for detecting overdispersion in Poisson regression models. Journal of the American Statistical Association 84, 467-471.
8. Famoye, F., Wulu, J. T., and Singh, K. P. (2004). On the generalized Poisson regression model with an application to accident data. Journal of Data Science 2, 287-295.
9. Greene, W. H. (1994). Accounting for Excess Zeros and Sample Selection in Poisson and Negative Binomial Regression Models. Working paper, Stern School of Business, NYU EC-94-10.
10. Joe, H. and Zhu, R. (2005). Generalized Poisson distribution: the property of mixture of Poisson and comparison with negative binomial distribution. Biometrical Journal 47, 219-229.
11. Lawless, J. F. (1987). Negative Binomial and mixed Poisson regression. The Canadian Journal of Statistics 15, 209-225.
12. Lee, Y. and Neider, J. A. (2000). Two ways of modeling overdispersion in non-normal data. Applied Statistics 49, 591-598.
13. Lerner, B., Lone, A., and Rao, M. (1997). On generalized Poisson distributions. Probability and Mathematical Statistics 17, 377-385.
14. McCullagh, P. and Nelder, J. A. (1989). Generalized Linear models, 2nd edition. Chapman and Hall, New York.
15. O'Hara Hines, R. J. (1997). A comparison of score tests for overdispersion in generalized linear models. Journal of Statistical Computation and Simulation 58, 323-342.
16. Özmen, I. (2000). Quasi likelihood/moment method for generalized and restricted generalized Poisson regression models and its application. Biometrical Journal 42, 303-314.
17. Puig, P. and Valero, J. (2006). Count data distributions: some characterizations with applications. Journal of the American Statistical Association 101, 332-340.
18. Self, S. G. and Liang, K. Y. (1987). Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions. Journal of the American Statistical Association 82, 605-610.
19. Stram, D. O. and Lee, J. W. (1994). Variance components testing in the longitudinal mixed effects model. Biometrics 50, 1171-1177.
20. Stram, D. O. and Lee, J. W. (1995). Correction to "Variance components testing in the longitudinal mixed effects model". Biometrics 51, 1196.
21. Tuenter, H. J. H. (2000). On the generalized Poisson distribution. Statistica Neerlandica 54, 374-376.
22. Vuong, Q. H. (1989). Likelihood ratio tests for model selection and non-nested hypotheses. Econometrica 57, 307-333.
23. Wang, P., Puterman, M. L., Cockburn, I., and Le, N. (1996). Mixed Poisson regression models with covariate dependent rates. Biometrics 52, 381-400.
24. Wang, W. R. and Famoye, F. (1997). Modeling household fertility decisions with generalized Poisson regression. Journal of Population Economics 10, 273-283.