Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
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...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2004 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/3750 |
| Acceso en línea: | https://hdl.handle.net/2099/3750 |
| Access Level: | acceso abierto |
| Palabra clave: | Distribution (Probability theory) Distribució (Teoria de la probabilitat) Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theory Classificació AMS::62 Statistics::62E Distribution theory |
| Sumario: | 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. |
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