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

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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.
Original languageEnglish
Pages (from-to)75-79
Number of pages5
JournalStatistics and Probability Letters
Volume32
Issue number1
Publication statusPublished - 14 Feb 1997

Keywords

  • Count data
  • Overdispersion test

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