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Testing for overdispersion in a censored Poisson regression model
Authors:
Byoung Cheol Jung a;
Myoungshic Jhun b;
Seuck Heun Song b
| Affiliations: | a Department of Statistics, University of Seoul, Seoul, Korea |
| b Department of Statistics, Korea University, Seoul, Korea |
DOI:
10.1080/02331880601012884
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
In this article, we investigate the efficiency of score tests for testing a censored Poisson regression model against censored negative binomial regression alternatives. Based on the results of a simulation study, score tests using the normal approximation, underestimate the nominal significance level. To remedy this problem, bootstrap methods are proposed. We find that bootstrap methods keep the significance level close to the nominal one and have greater power uniformly than does the normal approximation for testing the hypothesis.
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| Keywords: Bootstrap; Censored count data; Negative binomial; Poisson regression model; Score test |
| view references (19) : view citations |
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