On testing the hidden heterogeneity in negative binomial regression models

DOI10.1007/S00184-018-0684-XMaRDI QIDQ2312021zbMATH OpenOpenAlexFDO

Authors Jeonghwan Kim, W. Lee

Publication date 4 July 2019

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-018-0684-x

zbMATH Keywords

hidden heterogeneitynegative binomial regressionrandom effect modelscore test

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics (62P99)

Review text

To test the existence of hidden heterogeneity in negative binomial regression models, this paper develops score statistics under additive and multiplicative random effect models. Explicit forms of the test statistics and their asymptotic distribution are provided and the relationship between the test statistics derived from the two random effect models is discussed. A simulation study shows that the proposed approach leads to superior performance than existing methods in terms of controlling for type I error and power. Two real data analyses of number of articles produced in Ph.D. programs and of automotive claims are presented.

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Cites work

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• Generalized Linear Models for Insurance Data
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• Regression models for categorical dependent variables using Stata
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• Testing for Neglected Heterogeneity
• Testing the Fit of a Regression Model Via Score Tests in Random Effects Models
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• The use of score tests for inference on variance components
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Cited in

(4)

• On the goodness-of-fit tests for gamma generalized linear models
• A numerical method to compute Fisher information for a special case of heterogeneous negative binomial regression
• Semiparametric negative binomial regression models
• Testing the linearity of negative binomial regression models

Describes a project that uses

Uses Software

• Stata
• COUNT

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