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.
|Number of pages
|Statistics and Probability Letters
|Published - 14 Feb 1997
- Count data
- Overdispersion test