DIAGNOSTICS FOR OVERDISPERSION

被引：30

作者：

GANIO, LM ^{[1
]}

SCHAFER, DW ^{[1
]}

机构：

[1] OREGON STATE UNIV,DEPT STAT,CORVALLIS,OR 97331

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1992年 / 87卷 / 419期

关键词：

DOUBLE EXPONENTIAL FAMILY; EXTRABINOMIAL VARIATION; EXTENDED QUASI-LIKELIHOOD; EXTRA-POISSON VARIATION; QUASI-LIKELIHOOD; PSEUDOLIKELIHOOD;

D O I：

10.2307/2290217

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：795 / 804

页数：10

共 24 条

[11] DOUBLE EXPONENTIAL-FAMILIES AND THEIR USE IN GENERALIZED LINEAR-REGRESSION [J].