Some discrete exponential dispersion models : poisson-tweedie and hinde-demétrio classes
Kokonendji, Célestin C. (University of Pau-LMA)
Dossou-Gbété, Simplice (University of Pau-LMA)
Demétrio, Clarice Garcia Borges (University of S˜ao Paulo)

Data:	2004
Resum:	In this paper we investigate two classes of exponential dispersion models (EDMs) for overdispersed count data with respect to the Poisson distribution. The first is a class of Poisson mixture with positive Tweedie mixing distributions. As an approximation (in terms of unit variance function) of the first, the second is a new class of EDMs characterized by their unit variance functions of the form µ + µp, where p is a real index related to a precise model. These two classes provide some alternatives to the negative binomial distribution (p = 2) which is classically used in the framework of regression models for count data when overdispersion results in a lack of fit of the Poisson regression model. Some properties are then studied and the practical usefulness is also discussed.
Drets:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Llengua:	Anglès
Document:	Article ; recerca ; Versió publicada
Matèria:	Negative binomial distribution ; Overdispersion ; Poisson mixture ; Tweedie family ; Unit ; Variance function
Publicat a:	SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 201-214, ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/28869

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