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Results for overdispersion
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125 votes
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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 …
Momo's user avatar
  • 9,463
117 votes
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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
COOLSerdash's user avatar
  • 31.2k
67 votes
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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. …
Momo's user avatar
  • 9,463
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 …
luciano's user avatar
  • 14.6k
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). …
kto's user avatar
  • 735
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 …
COOLSerdash's user avatar
  • 31.2k
52 votes
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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 …
Achim Zeileis's user avatar
50 votes
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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. …
Glen_b's user avatar
  • 291k
36 votes
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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.” …
Ben Bolker's user avatar
  • 47.4k
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 …
George Michaelides's user avatar
33 votes
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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. …
Stefan's user avatar
  • 6,551
31 votes
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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. …
amoeba's user avatar
  • 107k
30 votes
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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
Aniko's user avatar
  • 11.1k
28 votes
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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 …
AdamO's user avatar
  • 64.8k
27 votes
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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). …
Ben Bolker's user avatar
  • 47.4k

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