Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes

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Document typeArticle
Defense date2004
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
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Abstract
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
ISSN1696-2281
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