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 G. B. (University of S˜ao Paulo)

Date: 2004
Abstract: 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.
Rights: 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. Creative Commons
Language: Anglès.
Document: article ; recerca ; publishedVersion
Subject: Negative binomial distribution ; Overdispersion ; Poisson mixture ; Tweedie family ; Unit ; Variance function
Published in: SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 201-214, ISSN 1696-2281

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 Record created 2012-07-19, last modified 2019-02-14

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