A flexible regression model for count data

DOI10.1214/09-AOAS306zbMATH Open1194.62091arXiv1011.2077OpenAlexW3105081376MaRDI QIDQ86465FDOQ86465

Authors: Galit Shmueli, Kimberly Flagg Sellers, Galit Shmueli 

Publication date: 1 June 2010

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Abstract: Poisson regression is a popular tool for modeling count data and is applied in a vast array of applications from the social to the physical sciences and beyond. Real data, however, are often over- or under-dispersed and, thus, not conducive to Poisson regression. We propose a regression model based on the Conway--Maxwell-Poisson (COM-Poisson) distribution to address this problem. The COM-Poisson regression generalizes the well-known Poisson and logistic regression models, and is suitable for fitting count data with a wide range of dispersion levels. With a GLM approach that takes advantage of exponential family properties, we discuss model estimation, inference, diagnostics, and interpretation, and present a test for determining the need for a COM-Poisson regression over a standard Poisson regression. We compare the COM-Poisson to several alternatives and illustrate its advantages and usefulness using three data sets with varying dispersion.

Full work available at URL: https://arxiv.org/abs/1011.2077

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zbMATH Keywords

dispersionConway-Maxwell-Poisson (COM-Poisson) distributiongeneralized linear models (GLM)generalized Poisson

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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