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Predictions in Overdispersed Series of Counts Using an Approximate Predictive Likelihood

โœ Scribed by PHILIPPE LAMBERT


Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
191 KB
Volume
16
Category
Article
ISSN
0277-6693

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โœฆ Synopsis


The generalized autoregression model or GARM, originally used to model series of non-negative data measured at irregularly spaced time points (Lambert, 1996a), is considered in a count data context. It is ยฎrst shown how the GARM can be expressed as a GLM in the special case of a linear model for some transform of the location parameter. The Butler approximate predictive likelihood (Butler, 1986, Rejoinder) is then used to deยฎne likelihood prediction envelopes. The width of these intervals is shown to be slightly wider than the Fisher (1959, pp. 128ยฑ33) and Lejeune and Faulkenberry (1982) predictive likelihood-based envelopes which assume that the parameters have ยฎxed known values (equal to their maximum likelihood estimates). The method is illustrated on a small count data set showing overdispersion.


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