Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model

✍ Scribed by Peter G. Moffatt

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 255 KB
• Volume: 32
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(96)00058-2

✦ Synopsis

The efficient score test for overdispersion in the Poisson regression model is derived explicitly, and it is shown that by virtue of a particular matrix identity, the test has a surprisingly simple form provided the Poisson regression contains an intercept. It is also pointed out that the test is inherently one-tailed.