• Title/Summary/Keyword: Overdispersion Test

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Score Tests for Overdispersion

  • Kim, Choong-Rak;Jeong, Mee-Seon;Yang, Mee-Yeong
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.207-216
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    • 1994
  • Count data are often overdispersed, and an appropriate test for the existence of the overdispersion is necessary. In this paper we derive a score test based on the extended quasi-likelihood and the pseudolikelihood after adjusting to the Bartlett factor. Also, we compare it with Levene (1960)'s F-type test suggested by Ganio and Schafer (1992).

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Overdispersion in count data - a review (가산자료(count data)의 과산포 검색: 일반화 과정)

  • 김병수;오경주;박철용
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.147-161
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    • 1995
  • The primary objective of this paper is to review parametric models and test statistics related to overdspersion of count data. Poisson or binomial assumption often fails to explain overdispersion. We reviewed real examples of overdispersion in count data that occurred in toxicological or teratological experiments. We also reviewed several models that were suggested for implementing experiments. We also reviewed several models that were suggested for implementing the extra-binomial variation or hyper-Poisson variability, and we noted how these models were generalized and further developed. The approaches that have been suggested for the overdispersion fall into two broad categories. The one is to develop a parametric model for it, and the other is to assume a particular relationship between the variance and the mean of the response variable and to derive a score test staistics for detecting the overdispersion. Recently, Dean(1992) derived a general score test statistics for detecting overdispersion from the exponential family.

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Sensory Difference Testing: The Problem of Overdispersion and the Use of Beta Binomial Statistical Analysis

  • Lee, Hye-Seong;O'Mahony, Michael
    • Food Science and Biotechnology
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    • v.15 no.4
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    • pp.494-498
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    • 2006
  • An increase in variance (overdispersion) can occur when a binomial statistical analysis is applied to sensory difference test data in which replicate sensory evaluations (tastings) and multiple evaluators (judges) are combined to increase the sample size. Such a practice can cause extensive Type I errors, leading to serious misinterpretations of the data, especially when traditional simple binomial analysis is applied. Alternatively, the use of beta binomial analysis will circumvent the problem of overdispersion. This brief review discusses the uses and computation methodology of beta binomial analysis and in practice evidence for the occurrence of overdispersion.

Effects of Overdispersion on Testing for Serial Dependence in the Time Series of Counts Data

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.829-843
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    • 2010
  • To test for the serial dependence in time series of counts data, Jung and Tremayne (2003) evaluated the size and power of several tests under the class of INARMA models based on binomial thinning operations for Poisson marginal distributions. The overdispersion phenomenon(i.e., a variance greater than the expectation) is common in the real world. Overdispersed count data can be modeled by using alternative thinning operations such as random coefficient thinning, iterated thinning, and quasi-binomial thinning. Such thinning operations can lead to time series models of counts with negative binomial or generalized Poisson marginal distributions. This paper examines whether the test statistics used by Jung and Tremayne (2003) on serial dependence in time series of counts data are affected by overdispersion.

Testing for Overdispersion in a Bivariate Negative Binomial Distribution Using Bootstrap Method (이변량 음이항 모형에서 붓스트랩 방법을 이용한 과대산포에 대한 검정)

  • Jhun, Myoung-Shic;Jung, Byoung-Cheol
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.341-353
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    • 2008
  • 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.

Traffic Accident Models of Cheongju Four-Legged Signalized Intersections by Accident Type (사고유형에 따른 청주시 4지 신호교차로 교통사고모형)

  • Park, Byung-Ho;Han, Sang-Wook;Kim, Tae-Young;Kim, Won-Ho
    • Journal of Korean Society of Transportation
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    • v.26 no.5
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    • pp.153-162
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    • 2008
  • This study deals with the traffic accidents at the 4-legged signalized intersections in Cheong-ju. The purpose is to comparatively analyze the characteristics and models by the accident type using the data of 143 intersections. In pursuing the above, this study gives particular emphasis to modeling such the accidents as head on collision, rear end collision, side swipe, side right angle collision, and others. The main results are the followings. First, the overdispersion tests show that the negative binomial regression models are appropriate to the traffic accident data in the above contexts. Second, five accident models are developed, which are all analyzed to be statistically significant. Finally, the models are comparatively evaluated using the common variable(ADT) and type-specific variables.

On the Extension of Test Statistics for Detecting Negative Binomial Departures from the Poisson Assumption (포아송으로부터 부의 이항분포로의 이탈에 대한 검정통계량의 확장)

  • 이선호
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.171-190
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    • 1993
  • 포아송분포로부터 부의 이항분포로의 이탈을 검색하는 통계량들이 자료의 형태에 따라 여러가지 제시되었다. 그런데 대립가설인 부의 이항분포의 모수화 방법에 따라 분산과 평균의 구조가 변하고 국소 최적 검정 통계량도 달라진다는 것이 알려졌다. 본 논문에서는 대립가설을 일반적인 포아송 혼합분포로까지 확장시키고, 일반적인 형태의 분산과 평균의 구조에도 검정 가능한 새로운 통계량 L을 소개하고 있다. 또한 L 통계량은 포아송 분포로부터 부의 이항분포로의 이탈을 다루는 기존의 여러 통계량들의 일반화된 형태임을 보였다. 점근적 상대효율과 모의 실험을 통하여 L 통계량과 기존의 통계량들을 비교한 결과 분산과 평균사이의 구조에 상관없이 L 통계량이 우수한 것임을 입증하였다.

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A mixed-effects model for overdispersed binomial data (초과변동의 이항자료에 대한 혼합효과 모형)

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.199-205
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    • 1999
  • This paper discusses the generalized mixed-effects model for the analysis of overdispersed binomial data. Sometimes certain types of sampling designs or genetic characters of experimental units can be regarded as factors of extra binomial variation. For such cases, this paper suggests models with one or two random effects to explain overdispersion caused by those affecting factors and shows how to test for a model adequacy based on deviance.

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Developing the Traffic Accident Severity Models by Accident Type (사고유형에 따른 교통사고 심각도 모형 개발)

  • Kim, Kyung-Hwan;Park, Byung-Ho
    • Journal of the Korean Society of Safety
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    • v.26 no.6
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    • pp.118-123
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    • 2011
  • This study deals with the traffic accidents of the arterial link sections. The purpose is to comparatively analyze the characteristics and models by accident type using the data of 24 arterial links in Cheongju. In pursuing the above, this study gives particular emphasis to modeling such the accidents as the side-right-angle collision, rear-end collision and side-swipe collision. The main results are the followings. First, six accident models are developed, which are all analyzed to be statistically significant. Second, the models are comparatively evaluated using the common and specific variables by accident type.

Tests for Equality of Dispersions in the Generalized Bivariate Negative Binomial Regression Model with Heterogeneous Dispersions (서로 다른 산포를 갖는 이변량 음이항 회귀모형에서 산포의 동일성에 대한 검정)

  • Han, Sang-Moon;Jung, Byoung-Cheol
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.219-227
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    • 2011
  • In this paper, we proposed a generalized bivariate negative binomial distribution allowing heterogeneous dispersions on two dependent variables based on a trivariate reduction technique. In this model, we propose the score and LR tests for testing the equality of dispersions and compare the efficiencies of the proposed tests using a Monte Carlo study. The Monte Carlo study shows that the proposed score and LR tests prove to be an efficient test for the equality of dispersions in the view of the significance level and power. However, the score test is easier to compute than the LR test and it shows a slightly better performance than the LR test from the Monte Carlo study, we suggest the use of score tests for testing the equality of dispersions on two dependent variables. In addition, an empirical example is provided to illustrate the results.