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http://dx.doi.org/10.5351/KJAS.2008.21.2.341

Testing for Overdispersion in a Bivariate Negative Binomial Distribution Using Bootstrap Method  

Jhun, Myoung-Shic (Dept. of Statistics, Korea University)
Jung, Byoung-Cheol (Dept. of Statistics, University of Seoul)
Publication Information
The Korean Journal of Applied Statistics / v.21, no.2, 2008 , pp. 341-353 More about this Journal
Abstract
The bootstrap method for the score test statistic is proposed in a bivariate negative binomial distribution. The Monte Carlo study shows that the score test for testing overdispersion underestimates the nominal significance level, while the score test for "intrinsic correlation" overestimates the nominal one. To overcome this problem, we propose a bootstrap method for the score test. We find that bootstrap methods keep the significance level close to the nominal significance level for testing the hypothesis. An empirical example is provided to illustrate the results.
Keywords
Bivariate poisson; bivariate negative binomial; overdispersion; bootstrap;
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