The Annals of Applied Statistics · 2010 · 293 citations · 18 references
Natural SciencesBiostatisticsEpidemiologyStatistical ModelingStatisticsCount Data ModelsGeneralized Linear ModelsInferential StatisticsPoisson ProcessesProbabilistic ModelingStatistical InferenceCount Data AnalysisExponential Family DistributionsExponential PropertiesLogistic RegressionModel-based EstimationPoisson DistributionPoisson ModelsPoisson Regression
Poisson regression is a popular tool for modeling count data and is applied in a vast array of applications from the social to the physical sciences and beyond. Real data, however, are often over- or under-dispersed and, thus, not conducive to Poisson regression. We propose a regression model based on the Conway–Maxwell-Poisson (COM-Poisson) distribution to address this problem. The COM-Poisson regression generalizes the well-known Poisson and logistic regression models, and is suitable for fitting count data with a wide range of dispersion levels. With a GLM approach that takes advantage of exponential family properties, we discuss model estimation, inference, diagnostics, and interpretation, and present a test for determining the need for a COM-Poisson regression over a standard Poisson regression. We compare the COM-Poisson to several alternatives and illustrate its advantages and usefulness using three data sets with varying dispersion.
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