Overdispersion and Poisson-Tweedie exponential dispersion models

• Autores: Célestin C. Kokonendji , Clarice Garcia Borges Demétrio, Simplice Dossou-Gbété
• Localización: VIII Journées Zaragoza-Pau de Mathématiques Appliquées et de Statistiques / coord. por Manuel Pedro Palacios Latasa , David Trujillo, Juan José Torrens Iñigo , Monique Madaune-Tort , María Cruz López de Silanes Busto , Gerardo Sanz Sáiz , 2003, ISBN 84-7733-720-9, págs. 365-374
• Idioma: inglés
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• Resumen

  • We investigate two sets of overdispersed models when Poisson distribution does not fit to count data: a class of Poisson mixture with Tweedie mixing distributions and a class of exponential dispersion models which have a unit variance function of the form µ + µp, where p is a real number. These two classes generalize the negative binomial distribution 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 discussed.