Universitat Autònoma de Barcelona
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.
English
Negative binomial distribution; Overdispersion; Poisson mixture; Tweedie family; Unit; Variance function
SORT : statistics and operations research transactions ; Vol. 28, Núm. 2 (July-December 2004), p. 201-214
open access
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