Linear models with an inverse gaussian poisson error distribution |
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| Authors: | Gillian Z. Stein June M. Juritz |
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| Affiliation: | 1. University of New South Wales , Kensington, Australia;2. University of Cape Town , Rondebosch, South Africa |
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| Abstract: | The inverse Gaussian-Poisson (two-parameter Sichel) distribution is useful in fitting overdispersed count data. We consider linear models on the mean of a response variable, where the response is in the form of counts exhibiting extra-Poisson variation, and assume an IGP error distribution. We show how maximum likelihood estimation may be carried out using iterative Newton-Raphson IRLS fitting, where GLIM is used for the IRLS part of the maximization. Approximate likelihood ratio tests are given. |
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| Keywords: | Sichel distribution compound Poisson distribution Generalized linear models |
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