Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 44, Issue 1-2, Pages 253-271Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/S0167-9473(03)00062-8
Keywords
adjusted R-squared measure; Poisson regression; overdispersion; underdispersion; extra-poisson variation; deviance residuals; likelihood ratio; shrinkage; quasi-likelihood
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The Poisson regression model is frequently used to analyze count data. Pseudo R-squared measures for Poisson regression models have recently been proposed and bias adjustments recommended in the presence of small samples and/or a large number of covariates. In practice, however, data are often over- or sometimes even underdispersed as compared to the standard Poisson model. The definition of Poisson R-squared measures can be applied in these situations as well, albeit with bias adjustments accordingly adapted. These adjustments are motivated by arguments of quasi-likelihood theory. Properties of unadjusted and adjusted R-squared measures are studied by simulation under standard Poisson; over- and underdispersed Poisson regression models and their use is exemplified and discussed with popcorn data. (C) 2003 Elsevier B.V. All rights reserved.
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