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Redundant Overdispersion Parameters in Multilevel Models for Categorical Responses

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  • Anders Skrondal
  • Sophia Rabe-Hesketh

Abstract

In some distributions, such as the binomial distribution, the variance is determined by the mean. However, in practice, overdispersion is often observed where the variance is larger than that predicated by the mean, and underdispersion is sometimes observed where the variance is smaller. It is well known that overdispersion or underdispersion cannot be modeled for dichotomous responses having a Bernoulli distribution. Redundant overdispersion parameters are nevertheless often included when multilevel or hierarchical models for categorical responses are estimated using quasi-likelihood methods and in generalized estimating equations. This may be due to the popularity of an algorithmic model formulation.

Suggested Citation

  • Anders Skrondal & Sophia Rabe-Hesketh, 2007. "Redundant Overdispersion Parameters in Multilevel Models for Categorical Responses," Journal of Educational and Behavioral Statistics, , vol. 32(4), pages 419-430, December.
    • Handle: RePEc:sae:jedbes:v:32:y:2007:i:4:p:419-430
    DOI: 10.3102/1076998607302629
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    Cited by:

    1. Anders Skrondal & Sophia Rabe‐Hesketh, 2009. "Prediction in multilevel generalized linear models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 172(3), pages 659-687, June.
    2. Philipp Ecken & Richard Pibernik, 2016. "Hit or Miss: What Leads Experts to Take Advice for Long-Term Judgments?," Management Science, INFORMS, vol. 62(7), pages 2002-2021, July.

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