Overdispersion diagnostics for generalized linear models

被引:19
|
作者
Lambert, D [1 ]
Roeder, K [1 ]
机构
[1] YALE UNIV,DEPT STAT,NEW HAVEN,CT 06520
关键词
mixture; random coefficient; residuals; score tests; variance inflation;
D O I
10.2307/2291513
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
Generalized linear models (GLM's) are simple, convenient models for count data, but they assume that the variance is a specified function of the mean. Although overdispersed GLM's allow more flexible mean-variance relationships, they are often not as simple to interpret nor as easy to fit as standard GLM's. This article introduces a convexity plot, or C plot for short, that detects overdispersion and relative variance curves and relative variance tests that help to understand the nature of the overdispersion. Convexity plots sometimes detect overdispersion better than score tests, and relative variance curves and tests sometimes distinguish the source of the overdispersion better than score tests.
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页码:1225 / 1236
页数:12
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