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.
Original language | English |
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Pages (from-to) | 75-79 |
Number of pages | 5 |
Journal | Statistics and Probability Letters |
Volume | 32 |
Issue number | 1 |
Publication status | Published - 14 Feb 1997 |
Keywords
- Count data
- Overdispersion test