# Questions tagged [quasi-likelihood]

In GLMs, quasi-likelihood estimation is a way to allow over- or under-dispersion by choosing an appropriate variance function.

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### Approximating profile likelihood confidence intervals when I only have a score function and not a likelihood

I'm working on a modeling problem where I can define a score function that looks a lot like a binomial likelihood, but the model isn't really binomial. I'd like to use profile likelihood to estimate ...
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### Likelihood ratio test for model specification with boundary Null

I am interested in understanding the asymptotic distribution of Likelihood ratio (LR) test statistic for model specification. I am focusing on the case in which the null hypothesis is of the form (i.e....
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### Poisson model for non-integer

I have a GLM with (quasi)poisson family. My dataset has 3 variables: rate_data rate_benchmark X So fitting the model: ...
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### Why does using proportion DV (vs. count) change the results?

I'm running a regression model using a count variable as the DV and I'm trying to understand what changes when using it as a count outcome vs. a proportion. REF: https://ademos.people.uic.edu/...
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### How can I estimate the Relative Risk using quasi-Poisson regression?

In studies that relate pollution to hospitalizations for certain diseases, the authors usually present the results in the form of relative risk for a 95% confidence interval. If I have the regression ...
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### Can I apply quasi-Poisson regression on discontinuous data?

I'm trying to relate the concentrations of certain air pollutants to the incidence of a disease, but I don't have continuous data on that pollution. I have daily data on cases and deaths from the ...
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### Interpretation of p-values in glm() and sjPlot::tab_model() for quasi-poisson regression

I am running a quasi-poisson regression predicting a count outcome from 4 variables of interest. I understand that these estimates need to be exponentiated to correctly interpret the results. I used ...
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### Why not characterise quasi-Poissons by an actual density?

In the discussions I have seen about quasi-Poisson regressin methods, I glean that the method is to merely assume (in the standard notation) $E(Y_i) = \phi \text{Var}(Y_i)$ given the explanatory ...
1 vote
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### Comparing two quasipoisson glm models

Have these results but not sure how to interpret them to pick the best fitting model, I think the high p value suggests I should go with model 1? Also in terms of the order that I put the models in, ... 1 vote
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### Bnomial (Logit) regression for proportion/percentage data

I have run a binomial (logit) regression on some proportion data as the dependent variable in an Interrupted Time Seies Analysis [see below]: ...
76 views

### What are the assumptions of fractional response regression model?

I employed fractional response regression proposed by Wooldridge and Papke for my study as the dependent variable is a proportion (remaining/whole) and is between 0 to 1 (including 0 and 1). I want to ...
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### WHy is the over dispersion in this poisson and quasi-poisson the same?

I have a zero inflated count data, on which I have run a poisson and quasi poisson reg using glm(). The output from a poisson model is as follows: ...
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### Terminology question regarding a certain "partial maximum likelihood" which approximates the marginal likelihood

Suppose that we have a model with many parameters, which we'll partition into two subvectors called $\theta$ and $\lambda$. In this situation, $\lambda$ corresponds to those parameters that are really ...
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### Fitting a regression model on bounded data

Typically, in a regression equation, the dependent variable is unbounded i.e. follows normal distribution. But sometimes it may happen that dependent variable is bounded i.e. dependent variable is ...
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### How to interprete the outcome for quasi-binomial models

I am currently trying to understand the quasi-binomial model and have a rather basic question, which I seem not to be able to see an answer. The outcomes in binomial models are binary. So, 0 vs 1, car ...
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### Serious Coding Error in QIC function in geepack? [closed]

I believe the QIC function in geepack has a significant error. The function appears to incorrectly specify the independence model, which is needed to calculate QIC. The function will therefore often ...
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### Can the offset variable be smaller than the outcome variable in a Poisson model?

I am modeling a number of bags of local crop harvested from a village in a given harvest over time. The village is divided into 48 communities and I have data on the total number of bags of crops from ...
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### quasi-likelihood estimates of beta

working through Peter McCullagh's glm book and having a hard time with understanding quasi-likelihood. I'm working on this question below and I think I need to find the quasi-likelihood estimates and ...
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### quasi likelihood for ungrouped binary data

I read in one of the textbooks that for ungrouped binary data the dispersion parameter should always be $\phi = 1$. Do you know why it is the case?
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### Find the optimal linear combination of the following estimating function / quasi-score

Consider a random variable $Y_1 \sim Bin(n,\theta)$ and $Y_2 \sim Bin(n,\theta^2)$ where $Y_1$ is independent from $Y_2$. Consider the residuals $R_1 = Y_1 - n\theta$ and $R_2 = Y_2 - n\theta^2$. Find ...
555 views

### Appropriate Regression Model for Proportions and Rate Data

I have a problem where my dependent variable is given as a click-through rate and thus bounded [0,1]. While I have the traffic for each sample (a combination of design factors) and could reconstruct a ...
307 views

### Comparing performance of Quasi-binomial model and Beta-binomial model

I read some books in biostatistics about fitting binary date with Beta-Binomial regression model and Quasi-Binomial regression model. It proposes a setting: Setting: Assuming we have a sequence of ...
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### Correct GLM or NLS to model exponential model with response variable with positive and negative values

I have been struggling to find the right way to model this dataset, this is a Data Frame with the dataset: ...
1 vote
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### How to calculate model weight for GLM-quasi poisson model

I am running several models with the quasi-Poisson family, I have calculated QAIC for each model but I wanted to know the weight of each individual model. I tried AICcmodavg but it did not work. Is ...
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### Quasi-likelihood can't be generated by any valid probability distribution

I am learning about quasi-Poisson and i'm stuck at the concept of quasi-likelihood function. In wikipedia, it is said that: The term quasi-likelihood function was introduced by Robert Wedderburn in ...
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### Mean-variance relationship in the quasi-likelihood

I have some questions regarding the quasi-likelihood model of GLM: I understand that one reason to use quasi-likelihood in GLM is over-dispersion. This seems to justify using the quasi-Poisson, or ...
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### How to compute the gradient for a GARCH with the package rugarch in R

I am estimating a GARCH(1,1) with external regressors and the package rugarch allows me to do it easily. However, to compute QMLE robust standard errors, I need the ...
457 views

### How to compute the sandwich variance ML estimator in R

I'm currently estimating a DCC-type model by maximum likelihood. Im using the command solnp and it return an object where I can compute the Hessian H evaluated at ...
133 views

### Test for significant differences for data between 0 and 1

I have to test for significant differences between scenarios. Data consist of the length of a segment divided by the total length of the network. They are distributed between 0 (never equal to 0) and ...
189 views

### Output in two-part Fractional Response Model (FRM) package incorrect?

I was experimenting with the Fractional Response Model (FRM) package, and decided to replicate the results using the base GLM package to better understand the theory. I am able to replicate the ...
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### Quasi-likelihood function

I got stuck in the derivation of the quasi-likelihood function. Namely, given an i.i.d sample $\{Y_i,X_i \}_{i=1}^n$ with $n$ the sample size, let the conditional mean and variance functions be ...
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### Comparing the marginal effect of a GLM to the OLS estimates

My question is, whether there is any way to (somewhat) compare the marginal effect of a GLM estimate to an OLS estimate. As in, "since the OLS and GLM results are very similar, I will favour OLS ...
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### Comparing the marginal effects of glm output to polr output

I have a dependent variable that is technically ordinal, so I ran a ordered probit model (polr). However, an ordered probit model does not produce any residuals ...
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### How flexible is Stata's ivpois? Could I use it for a (quasi) binomial distribution?

According to this post on statalist, Stata's ivpois (an instrumental variable approach) is pretty flexible, with very little assumptions. The problem mentioned in ...
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### How to do a Control Function (CF) / Two Stage Residual Inclusion (2SRI) with an ordinal dependent variable in the first stage and a glm in the second

I am trying to use a Control Function (CF) / Two Stage Residual Inclusion (2SRI) approach, because the modeled relationship that I am trying to estimate is non-linear (my dependent variable has a ...
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### Getting the (Stata) margins from fractional regression (=glm with family quasibinomial) for an ordinal variable in R

I first found this really nice Stata video on fractional regression (the dependent variable is a proportion including 0 and 1). I am especially interested in how he applies the margin approach to ...
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### What is the interpretation of a glm coefficient on a dependent variable that has a % interpretation

I have a dependent variable that takes on values between 0 and 1, including 0 and 1. The variable signifies a proportion (0 = nothing, 1 = all). I am running a model of the type: ...
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### Changes in significance between Poisson & quasipoisson glm

I am fairly new to GLMs, and am currently practising and testing with an insurance dataset, after many tries, I am modeling the frequency (counting model of the number of claims) and I have several ...
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### A problem of likelihood function in a dynamic setting?

I'm having a problem regarding perhaps conditional maximum likelihood problem, but I'm not sure. Suppose time horizon we consider is $T=4$, our goal is to minimize the loss function  \sum_{t=2}^T L(...
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### Relationship between quasi-likelihood and "GLM-conjugate" models?

Suppose we have a response variable that represents proportions with a poorly defined denominator. Two ways to handle this (1) a quasibinomial model, which assumes only that the variance is ...
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### Is there any sense of applying cross validation to quasibinomial variable?

We can apply without any doubts cross validation for linear models as well as for binary models. For linear models for example we can output RMSE and MAE and Accuracy for binary models. But I have ...
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### Comparing model efficiency

I hope you all don't mind me asking this question. I have two models : general linear mixed effects model ...
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### Overdispersion in logistic model

I'm relatively a newbie in R, and I've been trying to make a silly example of logistic regression to predict, according to Age and Sex whether someone dies of corona or not. I'm from Colombia, so my ...