Skip to main content
Article
A score test for overdispersion in Poisson regression based on the generalized Poisson-2 model
Journal of Statistical Planning and Inference (2009)
  • Zhao Yang
Abstract
Overdispersion is a common phenomenon in Poisson modeling. The generalized Poisson (GP) regression model accommodates both overdispersion and underdispersion in count data modeling, and is an increasingly popular platform for modeling overdispersed count data. The Poisson model is one of the special cases in the collection of models which may be specified by GP regression. Thus, we may derive a test of overdispersion which compares the equi-dispersion Poisson model within the context of the more general GP regression model. The score test has an advantage over the likelihood ratio test (LRT) and over the Wald test in that the score test only requires that the parameter of interest be estimated under the null hypothesis (the Poisson model). Herein, we propose a score test for overdispersion based on the GP model (specifically the GP-2 model) and compare the power of the test with the LRT and Wald tests. A simulation study indicates the proposed score test based on asymptotic standard normal distribution is more appropriate in practical applications.
Publication Date
Spring April 15, 2009
Citation Information
Zhao Yang. "A score test for overdispersion in Poisson regression based on the generalized Poisson-2 model" Journal of Statistical Planning and Inference (2009)
Available at: http://works.bepress.com/zyang/9/