Specification Test for Poisson Regression Models

DOI10.2307/2526689MaRDI QIDQ3745139zbMATH OpenOpenAlexFDO

Authors Lung-fei Lee

Publication date 1986

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526689

zbMATH Keywords

specification testscore testsnegative binomial distributionPoisson regression modelsanalysis of counted dataInformation matrix testPearson's difference equation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

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Cited in

(24)

• Testing Goodness of Fit for the Poisson Assumption When Observations Are Not Identically Distributed
• Distribution-free models for longitudinal count responses with overdispersion and structural zeros
• Tests for the response distribution in a Poisson regression model
• Estimation and testing for a Poisson autoregressive model
• Absolute regularity and ergodicity of Poisson count processes
• Smooth Goodness-of-Fit Specification Tests Under the Lagrange Multiplier Principle
• INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
• Time series count data regression
• Power of the test in one-way ANOVA type models with Poisson distributed variables
• Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
• Test of misspecification with application to negative binomial distribution
• Score tests for overdispersion in poisson regression models
• Semiparametric estimation of heterogeneous count data models
• Detecting departures from a poisson model
• Testing for presence of a latent process in count series
• Count data models for demographic data∗
• Poisson regression and zero-inflated Poisson regression: application to private health insurance data
• Comparisons of tests of distributional assumption in Poisson regression model
• Overdispersion tests for truncated Poisson regression models
• Tests for detecting overdispersion in models with measurement error in covariates
• Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model
• Score tests in the two - way layout of counts
• ASSESSING GOODNESS OF FIT FOR POISSON AND NEGATIVE BINOMIAL MODELS WITH LOW MEAN
• Tests for independence in a bivariate negative binomial model

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