Overdispersion
C. B. Dean
Abstract
C. B. Dean
Abstract
Abstract Count data analyzed under a Poisson assumption or data in the form of proportions analyzed under a binomial assumption often exhibit overdispersion, where the empirical variance in the data is greater than that predicted by the model. This entry illustrates how overdispersion may arise and discusses the consequences of ignoring it, in particular, the underestimation of standard errors of covariate effects. Straightforward methods for ascertaining whether overdispersion is evident are presented. Simple methods for incorporating overdispersion within the framework of quasi‐likelihood estimation are reviewed as well as generalized linear mixed models, which form a broad scheme for model‐based analysis when overdispersion is present.
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Abstract Count data analyzed under a Poisson assumption or data in the form of proportions analyzed under a binomial assumption often exhibit overdispersion, where the empirical variance in the data is greater than that predicted by the model. This entry illustrates how overdispersion may arise and discusses the consequences of ignoring it, in particular, the underestimation of standard errors of covariate effects. Straightforward methods for ascertaining whether overdispersion is evident are presented. Simple methods for incorporating overdispersion within the framework of quasi‐likelihood estimation are reviewed as well as generalized linear mixed models, which form a broad scheme for model‐based analysis when overdispersion is present.
Key concepts: Overdispersion, Quasi-likelihood, Covariate, Statistics, Econometrics, Poisson distribution, Negative binomial distribution, Mathematics