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Diagnostics for Overdispersion

 

作者: LisaM. Ganio,   DanielW. Schafer,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1992)
卷期: Volume 87, issue 419  

页码: 795-804

 

ISSN:0162-1459

 

年代: 1992

 

DOI:10.1080/01621459.1992.10475281

 

出版商: Taylor & Francis Group

 

关键词: Double exponential family;Extrabinomial variation;Extended quasi-likelihood;Extra-Poisson variation;Quasi-likelihood;Pseudolikelihood

 

数据来源: Taylor

 

摘要:

Diagnostic tools are proposed for assessing the dependence of extrabinomial or extra-Poisson variation on explanatory variables and for comparing several common models for overdispersion. These tools are based on tests for regression terms in the dispersion parameter of a generalized linear model, using double exponential family and “pseudolikelihood” formulations. Score tests do not require the full fitting of models for variation and lead to easy graphical and numerical procedures based on squared residuals (deviance or Pearson). Robust modifications of these are motivated by Levene's test in linear models. The diagnostic tools are intended primarily to ensure prudent modeling of the variance to make correct inferences about parameters in the mean.

 

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