Sensitivity of Test for Overdispersion in Poisson Regression
Overdispersion or extra‐Poisson variation is very common for count data. This phenomenon arises when the variability of the counts greatly exceeds the mean under the Poisson assumption, resulting in substantial bias for the parameter estimates. To detect whether count data are overdispersed in the P...
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Veröffentlicht in: | Biometrical journal 2005-04, Vol.47 (2), p.167-176 |
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description | Overdispersion or extra‐Poisson variation is very common for count data. This phenomenon arises when the variability of the counts greatly exceeds the mean under the Poisson assumption, resulting in substantial bias for the parameter estimates. To detect whether count data are overdispersed in the Poisson regression setting, various tests have been proposed and among them, the score tests derived by Dean (1992) are popular and easy to implement. However, such tests can be sensitive to anomalous or extreme observations. In this paper, diagnostic measures are proposed for assessing the sensitivity of Dean's score test for overdispersion in Poisson regression. Applications to the well‐known fabric faults and Ames salmonella assay data sets illustrate the usefulness of the diagnostics in analyzing overdispersed count data. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) |
doi_str_mv | 10.1002/bimj.200310096 |
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subjects | Applications Bias Biology, psychology, social sciences Biometry Data Interpretation, Statistical Distribution theory Exact sciences and technology Linear inference, regression Mathematics Medical sciences Mutagenicity Tests - statistics & numerical data Overdispersion Perturbations Poisson Distribution Poisson regression Probability and statistics Regression Analysis Salmonella Salmonella - drug effects Salmonella - genetics Sciences and techniques of general use Score test Sensitivity and Specificity Statistics |
title | Sensitivity of Test for Overdispersion in Poisson Regression |
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