Double Exponential Families and Their Use in Generalized Linear Regression
作者:
Bradley Efron,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1986)
卷期:
Volume 81,
issue 395
页码: 709-721
ISSN:0162-1459
年代: 1986
DOI:10.1080/01621459.1986.10478327
出版商: Taylor & Francis Group
关键词: Overdispersion;Quasi-likelihood;Logistic regression;Two-way tables
数据来源: Taylor
摘要:
In one-parameter exponential families such as the binomial and Poisson, the variance is a function of the mean. Double exponential families allow the introduction of a second parameter that controls variance independently of the mean. Double families are used as constituent distributions in generalized linear regressions, in which both means and variances are allowed to depend on observed covariates. The theory is applied to two examples—a logistic regression and a large two-way contingency table. In such cases the binomial model of variance is often untrustworthy. For example, because genuine random sampling was infeasible, the subjects may have been obtained in clumps so that the statistician should really be using smaller sample sizes. Clumped sampling is just one of many possible causes ofoverdispersion, a habitual source of concern to users of binomial and Poisson models. This article concerns a class of regression families that allow the statistician to model overdispersion while carrying out the usual regression analyses for the mean as a function of the predictors. Close connections with previous ideas concerning generalized linear models are discussed.
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