Tests for Detecting Overdispersion in Poisson Regression Models
泊松回归模型中过度离散的检测检验
Poisson regression models are widely used in analyzing count data. This article develops tests for detecting extra-Poisson variation in such situations. The tests can be obtained as score tests against arbitrary mixed Poisson alternatives and are generalizations of tests of Fisher (1950) and Collings and Margolin (1985). Accurate approximations for computing significance levels are given, and the power of the tests against negative binomial alternatives is compared with…