Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model

DOI10.1016/S0167-7152(96)00058-2zbMath1003.62529OpenAlexW2031051246MaRDI QIDQ1359766

Peter G. Moffatt

Publication date: 15 January 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00058-2

zbMATH Keywords

count dataoverdispersion test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Uses Software

• LIMDEP

Cites Work

• Testing for Neglected Heterogeneity
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Specification Test for Poisson Regression Models
• Some remarks on overdispersion
• Maximum Likelihood Estimation of Misspecified Models