Reparametrization of COM–Poisson regression models with applications in the analysis of experimental data

DOI10.1177/1471082X19838651zbMATH Open1482.62043arXiv1801.09795OpenAlexW2963479936WikidataQ122112933 ScholiaQ122112933MaRDI QIDQ3386476FDOQ3386476

Authors: Eduardo E. Jun. Ribeiro, Walmes Marques Zeviani, H. Bonat Wagner, Clarice G. B. Demétrio, John Hinde 

Publication date: 4 January 2021

Published in: Statistical Modelling (Search for Journal in Brave)

Abstract: In the analysis of count data often the equidispersion assumption is not suitable, hence the Poisson regression model is inappropriate. As a generalization of the Poisson distribution, the COM-Poisson distribution can deal with under-, equi- and overdispersed count data. It is a member of the exponential family of distributions and has well known special cases. In spite of the nice properties of the COM-Poisson distribution, its location parameter does not correspond to the expectation, which complicates the interpretation of regression models. In this paper, we propose a straightforward reparametrization of the COM-Poisson distribution based on an approximation to the expectation of this distribution. The main advantage of our new parametrization is the straightforward interpretation of the regression coefficients in terms of the expectation, as usual in the context of generalized linear models. Furthermore, the estimation and inference for the new COM-Poisson regression model can be done based on the likelihood paradigm. We carried out simulation studies to verify the finite sample properties of the maximum likelihood estimators. The results from our simulation study show that the maximum likelihood estimators are unbiased and consistent for both regression and dispersion parameters. We observed that the empirical correlation between the regression and dispersion parameter estimators is close to zero, which suggests that these parameters are orthogonal. We illustrate the application of the proposed model through the analysis of three data sets with over-, under- and equidispersed count data. The study of distribution properties through a consideration of dispersion, zero-inflated and heavy tail indexes, together with the results of data analysis show the flexibility over standard approaches.

Full work available at URL: https://arxiv.org/abs/1801.09795

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zbMATH Keywords

count dataoverdispersionunderdispersionlikelihood inferenceCOM-Poisson

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cited In (14)

• A simple and useful regression model for underdispersed count data based on Bernoulli-Poisson convolution
• Modelling Excess Zeros in Count Data: A New Perspective on Modelling Approaches
• A simple and useful regression model for fitting count data
• Finite mixtures of mean-parameterized Conway-Maxwell-Poisson models
• On the Conway-Maxwell-Poisson point process
• A robust algorithm for estimating regression and dispersion parameters in non-stationary longitudinally correlated Com-Poisson data
• Estimation of parameters in the extended COM-Poisson family of discrete distributions
• A fast look-up method for Bayesian mean-parameterised Conway-Maxwell-Poisson regression models
• Efficient estimation of COM-Poisson regression and a generalized additive model
• COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data
• Flexible models for non-equidispersed count data: comparative performance of parametric models to deal with underdispersion
• The COM‐Poisson model for count data: a survey of methods and applications
• New zero-inflated regression models with a variant of censoring
• Finite mixtures of mean-parameterized Conway-Maxwell-Poisson regressions

Uses Software

• R

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