Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
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.
CitationKokonendji, Célestin C.; Dossou-Gbété, Simplice; Demétrio, Clarice G. B.. "Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes". SORT, 2004, Vol. 28, núm. 2