Two ways of modelling overdispersion in non-normal data

被引:50
作者
Lee, Y [1 ]
Nelder, JA
机构
[1] Seoul Natl Univ, Dept Stat, Seoul, South Korea
[2] Univ London Sch Pharm, London, England
关键词
hierarchical generalized linear models; model checking; overdispersion; quasi-likelihood model; random-effect model; robust residual;
D O I
10.1111/1467-9876.00214
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For non-normal data assumed to have distributions, such as the Poisson distribution, which have an a priori dispersion parameter, there are two ways of modelling overdispersion: by a quasi-likelihood approach or with a random-effect model. The two approaches yield different variance functions for the response, which may be distinguishable if adequate data are available. The epilepsy data of Thall and Vail and the fabric data of Bissell are used to exemplify the ideas.
引用
收藏
页码:591 / 598
页数:8
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