Specification Test for Poisson Regression Models

DOI10.2307/2526689zbMath0606.62133OpenAlexW2082178515MaRDI QIDQ3745139

Lung-fei Lee

Publication date: 1986

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526689

zbMATH Keywords

negative binomial distributionscore testsspecification testPoisson regression modelsanalysis of counted dataInformation matrix testPearson's difference equation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Linear inference, regression (62J99)

Related Items (15)

Semiparametric estimation of heterogeneous count data models ⋮ Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model ⋮ Time series count data regression ⋮ Poisson regression and zero-inflated Poisson regression: application to private health insurance data ⋮ Testing for presence of a latent process in count series ⋮ Score tests for overdispersion in poisson regression models ⋮ NEYMAN’S C(α) TEST FOR UNOBSERVED HETEROGENEITY ⋮ Absolute regularity and ergodicity of Poisson count processes ⋮ Count data models for demographic data∗ ⋮ INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS ⋮ Overdispersion tests for truncated Poisson regression models ⋮ Detecting departures from a poisson model ⋮ Tests for independence in a bivariate negative binomial model ⋮ Smooth Goodness-of-Fit Specification Tests Under the Lagrange Multiplier Principle ⋮ Score tests in the two - way layout of counts

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