A FLEXIBLE REGRESSION MODEL FOR COUNT DATA

被引:189
|
作者
Sellers, Kimberly F. [1 ]
Shmueli, Galit [2 ]
机构
[1] Georgetown Univ, Dept Math, Washington, DC 20057 USA
[2] Univ Maryland, Smith Sch Business, Dept Decis Operat & Informat Technol, College Pk, MD 20742 USA
来源
ANNALS OF APPLIED STATISTICS | 2010年 / 4卷 / 02期
关键词
Conway-Maxwell-Poisson (COM-Poisson) distribution; dispersion; generalized linear models (GLM); generalized Poisson; MAXWELL-POISSON DISTRIBUTION; GENERALIZED LINEAR-MODEL;
D O I
10.1214/09-AOAS306
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Poisson regression is a popular tool for modeling count data and is applied in a vast array of applications from the social to the physical sciences and beyond. Real data, however, are often over- or under-dispersed and, thus, not conducive to Poisson regression. We propose a regression model based on the Conway Maxwell-Poisson (COM-Poisson) distribution to address this problem. The COM-Poisson regression generalizes the well-known Poisson and logistic regression models, and is suitable for fitting count data with a wide range of dispersion levels. With a GLM approach that takes advantage of exponential family properties, we discuss model estimation, inference, diagnostics, and interpretation, and present a test for determining the need for a COM-Poisson regression over a standard Poisson regression. We compare the COM-Poisson to several alternatives and illustrate its advantages and usefulness using three data sets with varying dispersion.
引用
收藏
页码:943 / 961
页数:19
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