Semiparametric estimation for the dispersion parameter in the analysis of over- or underdispersed count data

Krishna Saha

Journal of Applied Statistics, 2008, vol. 35, issue 12, 1383-1397

Abstract: This paper investigates several semiparametric estimators of the dispersion parameter in the analysis of over- or underdispersed count data when there is no likelihood available. In the context of estimating the dispersion parameter, we consider the double-extended quasi-likelihood (DEQL), the pseudo-likelihood and the optimal quadratic estimating (OQE) equations method and compare them with the maximum likelihood method, the method of moments and the extended quasi-likelihood through simulation study. The simulation study shows that the estimator based on the DEQL has superior bias and efficiency property for moderate and large sample size, and for small sample size the estimator based on the OQE equations outperforms the other estimators. Three real-life data sets arising in biostatistical practices are analyzed, and the findings from these analyses are quite similar to what are found from the simulation study.

Keywords: dispersion parameter; maximum likelihood; negative binomial model; semiparametric procedures; toxicological data (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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DOI: 10.1080/02664760802382459

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