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Testing for varying zero-inflation and dispersion in generalized Poisson regression models

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  • Feng-Chang Xie
  • Jin-Guan Lin
  • Bo-Cheng Wei

Abstract

Homogeneity of dispersion parameters and zero-inflation parameters is a standard assumption in zero-inflated generalized Poisson regression (ZIGPR) models. However, this assumption may be not appropriate in some situations. This work develops a score test for varying dispersion and/or zero-inflation parameter in the ZIGPR models, and corresponding test statistics are obtained. Two numerical examples are given to illustrate our methodology, and the properties of score test statistics are investigated through Monte Carlo simulations.

Suggested Citation

  • Feng-Chang Xie & Jin-Guan Lin & Bo-Cheng Wei, 2010. "Testing for varying zero-inflation and dispersion in generalized Poisson regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(9), pages 1509-1522.
    • Handle: RePEc:taf:japsta:v:37:y:2010:i:9:p:1509-1522
    DOI: 10.1080/02664760903055442
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    References listed on IDEAS

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    1. Bo-Cheng Wei & Jian-Qing Shi & Wing-Kam Fung & Yue-Qing Hu, 1998. "Testing for Varying Dispersion in Exponential Family Nonlinear Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(2), pages 277-294, June.
    2. Jansakul, N. & Hinde, J. P., 2002. "Score Tests for Zero-Inflated Poisson Models," Computational Statistics & Data Analysis, Elsevier, vol. 40(1), pages 75-96, July.
    3. Jin-Guan Lin & Bo-Cheng Wei & Nan-Song Zhang, 2004. "Varying Dispersion Diagnostics for Inverse Gaussian Regression Models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(10), pages 1157-1170.
    4. Xie, Feng-Chang & Wei, Bo-Cheng, 2007. "Diagnostics analysis for log-Birnbaum-Saunders regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4692-4706, May.
    5. Bae, S. & Famoye, F. & Wulu, J.T. & Bartolucci, A.A. & Singh, K.P., 2005. "A rich family of generalized Poisson regression models with applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 69(1), pages 4-11.
    6. Jeffrey S. Simonoff & Chih‐Ling Tsai, 1994. "Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(2), pages 357-370, June.
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    Cited by:

    1. Feng-Chang Xie & Jin-Guan Lin & Bo-Cheng Wei, 2014. "Bayesian zero-inflated generalized Poisson regression model: estimation and case influence diagnostics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(6), pages 1383-1392, June.
    2. Antonio J. Sáez-Castillo & Antonio Conde-Sánchez, 2017. "Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model," Statistical Papers, Springer, vol. 58(1), pages 19-33, March.

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