Pseudo \(R\)-squared measures for Poisson regression models with over- or underdispersion

DOI10.1016/S0167-9473(03)00062-8zbMath1429.62320MaRDI QIDQ956757

Harald Heinzl, Martina Mittlböck

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

likelihood ratiooverdispersionPoisson regressionquasi-likelihoodshrinkageunderdispersiondeviance residualsadjusted \(R\)-squared measureextra-Poisson variation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (4)

The red indicator and corrected VIFs in generalized linear models ⋮ R²measures for zero-inflated regression models for count data with excess zeros ⋮ Adjusted \(R^2\)-type measures for Tweedie models ⋮ A multivariate Poisson regression model for count data

Cites Work

• Adjusted \(R^2\) measures for the inverse Gaussian regression model
• Adjustments for \(R^{2}\)-measures for Poisson regression models.
• Inference sensitivity for Poisson mixtures
• Some remarks on overdispersion
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