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

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Moffatt, P.G. (1997) Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model. Statistics and Probability Letters, 32 (1). pp. 75-79. ISSN 0167-7152

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Abstract

The efficient score test for overdispersion in the Poisson regression model is derived explicitly, and it is shown that by virtue of a particular matrix identity, the test has a surprisingly simple form provided the Poisson regression contains an intercept. It is also pointed out that the test is inherently one-tailed.

Item Type:	Article
Uncontrolled Keywords:	count data,overdispersion test
Faculty \ School:	Faculty of Social Sciences > School of Economics
UEA Research Groups:	Faculty of Social Sciences > Research Groups > Applied Econometrics And Finance Faculty of Social Sciences > Research Centres > Centre for Behavioural and Experimental Social Sciences Faculty of Social Sciences > Research Groups > Behavioural Economics
Related URLs:	http://www.scopus.com/inward/record.url?...
Depositing User:	Pure Connector
Date Deposited:	22 Nov 2013 14:40
Last Modified:	18 Apr 2023 23:43
URI:	https://ueaeprints.uea.ac.uk/id/eprint/44451
DOI:

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