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http://dx.doi.org/10.5351/KJAS.2010.23.3.585

The Effects of Dispersion Parameters and Test for Equality of Dispersion Parameters in Zero-Truncated Bivariate Generalized Poisson Models  

Lee, Dong-Hee (Department of Business Administration, Kyonggi University)
Jung, Byoung-Cheol (Department of Statistics, University of Seoul)
Publication Information
The Korean Journal of Applied Statistics / v.23, no.3, 2010 , pp. 585-594 More about this Journal
Abstract
This study, investigates the effects of dispersion parameters between two response variables in zero-truncated bivariate generalized Poisson distributions. A Monte Carlo study shows that the zero-truncated bivariate Poisson and negative binomial models fit poorly wherein the zero-truncated bivariate count data has heterogeneous dispersion parameters on dependent variables. In addition, we derive the score test for testing the equality of the dispersion parameters and compare its efficiency with the likelihood ratio test.
Keywords
Bivariate generalized Poisson distribution; bivariate negative binomial distribution; likelihood ratio test; score test; zero-truncation;
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