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125
votes
Accepted
Diagnostic plots for count regression
Here we have clearly overdispersion:
library(AER)
deviance(mod1)/mod1$df.residual
dispersiontest(mod1)
Check for influential and leverage points, e.g., with the influencePlot in the car package. … Here a zero inflated model would fit better than the simple Poisson (again probably due to overdispersion):
library(pscl)
mod2 <- zeroinfl(Days~Age+Sex, data=quine, dist="poisson")
AIC(mod1, mod2)
Plot …
117
votes
Accepted
Wald test for logistic regression
the expected amount of variance, whereas $\phi<1$ means that we have less than the expected variance (called underdispersion) and $\phi>1$ means that we have extra variance beyond the expected (called overdispersion …
67
votes
Accepted
Is there a test to determine whether GLM overdispersion is significant?
In the R package AER you will find the function dispersiontest, which implements a Test for Overdispersion by Cameron & Trivedi (1990). … The test simply tests this assumption as a null hypothesis against an alternative where $Var(Y)=\mu + c * f(\mu)$ where the constant $c < 0$ means underdispersion and $c > 0$ means overdispersion. …
65
votes
2
answers
76k
views
What is quasi-binomial distribution (in the context of GLM)?
I'm hoping someone can provide an intuitive overview of what quasibinomial distribution is and what it does. I'm particularly interested in these points:
How quasibinomial differs to the binomial di …
61
votes
4
answers
113k
views
Is there a test to determine whether GLM overdispersion is significant?
To check for overdispersion I'm looking at the ratio of residual deviance to degrees of freedom provided by summary(model.name). …
53
votes
Difference between binomial, negative binomial and Poisson regression
This situation is called overdispersion and negative binomial regression is more flexible in that regard than Poisson regression (you could still use Poisson regression in that case but the standard errors …
52
votes
Accepted
Is a "hurdle model" really one model? Or just two separate, sequential models?
If e is an unknown noise component, then there is some unobserved heterogeneity causing a little bit of overdispersion which could be captured by a negative binomial model or some other kind of continuous …
50
votes
Accepted
What are the assumptions of negative binomial regression?
Yes, it can deal with overdispersion. But take care not to confuse the conditional dispersion with the unconditional dispersion. …
36
votes
Accepted
Fitting a binomial GLMM (glmer) to a response variable that is a proportion or fraction
You should be careful to check for/account for overdispersion. … “A Comparison of Observation-Level Random Effect and Beta-Binomial Models for Modelling Overdispersion in Binomial Data in Ecology and Evolution.” …
33
votes
4
answers
17k
views
How do I fit a multilevel model for over-dispersed poisson outcomes?
I want to fit a multilevel GLMM with a Poisson distribution (with over-dispersion) using R. At the moment I am using lme4 but I noticed that recently the quasipoisson family was removed.
I've seen e …
33
votes
Accepted
Diagnostics for generalized linear (mixed) models (specifically residuals)
Page 129, Box 1:
The residuals indicated overdispersion, so we refitted the data with
a quasi-Poisson model. … Residuals plots should be used to assess overdispersion and transformed variances should be homogeneous across categories. …
31
votes
Accepted
How to fit a mixed model with response variable between 0 and 1?
The standard errors can be computed in various ways:
(a) scaled standard errors via the overdispersion estimate (one, two). This is called "quasi-binomial" GLM. … Using logit transform of the response:
lmer(log(p/(1-p)) ~ a+b+c + (1|subject), myData)
Accounting for overdispersion in the binomial model. …
30
votes
Accepted
What is theta in a negative binomial regression fitted with R?
frac{\theta+2\mu}{\sqrt{\theta\mu(\theta+\mu)}}
= \frac{1 + 2\frac{\mu}{\theta}}{\sqrt{\mu(1+\frac{\mu}{\theta})}}
$$
In this context, $\theta$ is usually interpreted as a measure of overdispersion …
28
votes
Accepted
How to deal with overdispersion in Poisson regression: quasi-likelihood, negative binomial G...
Poisson regression is just a GLM:
People often speak of the parametric rationale for applying Poisson regression. In fact, Poisson regression is just a GLM. That means Poisson regression is justified …
27
votes
Accepted
Identical coefficients estimated in Poisson vs Quasi-Poisson model
Quasi-likelihood is one way of handling overdispersion; if you don't address overdispersion in some way, your coefficients will be reasonable but your inference (CIs, $p$-values, etc.) will be garbage. … As you comment above, there are lots of different approaches to overdispersion (Tweedie, different negative binomial parameterizations, quasi-likelihood, zero-inflation/alteration). …