Overdispersion diagnostics for generalized linear models

• 成果类型: Article
• 署名作者: Lambert, D; Roeder, K
• 署名单位: Yale University
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.2307/2291513
• 发表日期: 1995
• 页码: 1225-1236
• 关键词: exponential-families; logistic-regression; mixture-models; dispersion; Poisson

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.