Chi-Square Tests for Overdispersion with Multiparameter Estimates

DOI10.2307/2347732MaRDI QIDQ3489134zbMATH OpenOpenAlexFDO

Authors Jeffrey R. Wilson

Publication date 1989

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347732

zbMATH Keywords

multinomial distributiongeneralized least squaresextravariation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(14)

• Testing overdispersion in CUBE models
• A covariance matrix that accounts for different degrees of extraneous variation in multinomial responses
• Chisquare Tests From Clusters of Observations
• Chi–square tests for comparing vectors of proportions for several cluster samples
• Covariance structure models for clustered proportions
• Overdispersion tests for binary data
• Variance Partitioning in Multilevel Logistic Models that Exhibit Overdispersion
• Asymptotic properties of moment estimators for overdispersed counts and proportions
• Distributional Overlap: Simple, Multivariate, Parametric, and Nonparametric Tests for Alienation, Convergence, and General Distributional Difference Issues
• New improved estimators for overdispersion in models with clustered multinomial data and unequal cluster sizes
• The performance of computer intensive methods for over-dispersed categorical data
• Applied regression analysis bibliography update 1988-89
• Estimating overdispersion in sparse multinomial data
• An efficient and flexible multiplicity adjustment for chi-square endpoints

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