Sensitivity of test for overdispersion in Poisson regression |
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Authors: | Xiang Liming Lee Andy H |
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Affiliation: | Department of Epidemiology & Biostatistics, School of Public Health, Curtin University of Technology, Perth, WA 6845, Australia. |
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Abstract: | Overdispersion or extra-Poisson variation is very common for count data. This phenomenon arises when the variability of the counts greatly exceeds the mean under the Poisson assumption, resulting in substantial bias for the parameter estimates. To detect whether count data are overdispersed in the Poisson regression setting, various tests have been proposed and among them, the score tests derived by Dean (1992) are popular and easy to implement. However, such tests can be sensitive to anomalous or extreme observations. In this paper, diagnostic measures are proposed for assessing the sensitivity of Dean's score test for overdispersion in Poisson regression. Applications to the well-known fabric faults and Ames salmonella assay data sets illustrate the usefulness of the diagnostics in analyzing overdispersed count data. |
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Keywords: | Overdispersion Perturbations Poisson regression Score test |
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