Pseudo R-squared measures for Poisson regression models with over- or underdispersion

被引:94
作者
Heinzl, H [1 ]
Mittlböck, M [1 ]
机构
[1] Univ Vienna, Dept Med Comp Sci, A-1090 Vienna, Austria
关键词
adjusted R-squared measure; Poisson regression; overdispersion; underdispersion; extra-poisson variation; deviance residuals; likelihood ratio; shrinkage; quasi-likelihood;
D O I
10.1016/S0167-9473(03)00062-8
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
The Poisson regression model is frequently used to analyze count data. Pseudo R-squared measures for Poisson regression models have recently been proposed and bias adjustments recommended in the presence of small samples and/or a large number of covariates. In practice, however, data are often over- or sometimes even underdispersed as compared to the standard Poisson model. The definition of Poisson R-squared measures can be applied in these situations as well, albeit with bias adjustments accordingly adapted. These adjustments are motivated by arguments of quasi-likelihood theory. Properties of unadjusted and adjusted R-squared measures are studied by simulation under standard Poisson; over- and underdispersed Poisson regression models and their use is exemplified and discussed with popcorn data. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码:253 / 271
页数:19
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