Score test for testing Poisson regression against generalized Poisson alternatives

Hossein Zamani, Noriszura Ismail

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

Poisson regression model has been considered as a standard method for modeling count data. However, count data often display overdispersion, and thus, negative binomial (NB) regression model has been suggested for handling overdispersed count data. In addition, generalized Poisson (GP) regression model has been proposed for handling both over- and underdispersed count data. This study proposes the score test for testing Poisson regression against GP alternatives and proves that it is equal to the score test for testing Poisson regression against NB alternatives. The advantage of score test over other alternative tests such as likelihood ratio and Wald is that the score test can be used to determine whether a more complex model is appropriate without fitting the more complex model. Application of the proposed score test on the Malaysian private car claim count data is illustrated.

Original languageEnglish
Title of host publicationAIP Conference Proceedings
Pages1204-1212
Number of pages9
Volume1522
DOIs
Publication statusPublished - 2013
Event20th National Symposium on Mathematical Sciences - Research in Mathematical Sciences: A Catalyst for Creativity and Innovation, SKSM 2012 - Putrajaya
Duration: 18 Dec 201220 Dec 2012

Other

Other20th National Symposium on Mathematical Sciences - Research in Mathematical Sciences: A Catalyst for Creativity and Innovation, SKSM 2012
CityPutrajaya
Period18/12/1220/12/12

Fingerprint

regression analysis
likelihood ratio

Keywords

  • Generalized Poisson regression
  • Overdispersion
  • Poisson regression
  • Score test

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Score test for testing Poisson regression against generalized Poisson alternatives. / Zamani, Hossein; Ismail, Noriszura.

AIP Conference Proceedings. Vol. 1522 2013. p. 1204-1212.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Zamani, H & Ismail, N 2013, Score test for testing Poisson regression against generalized Poisson alternatives. in AIP Conference Proceedings. vol. 1522, pp. 1204-1212, 20th National Symposium on Mathematical Sciences - Research in Mathematical Sciences: A Catalyst for Creativity and Innovation, SKSM 2012, Putrajaya, 18/12/12. https://doi.org/10.1063/1.4801268
Zamani, Hossein ; Ismail, Noriszura. / Score test for testing Poisson regression against generalized Poisson alternatives. AIP Conference Proceedings. Vol. 1522 2013. pp. 1204-1212
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