Estimating overdispersion in sparse multinomial data
Farzana Afroz,
Matt Parry and
David Fletcher
Biometrics, 2020, vol. 76, issue 3, 834-842
Abstract:
Multinomial data arise in many areas of the life sciences, such as mark‐recapture studies and phylogenetics, and will often by overdispersed, with the variance being higher than predicted by a multinomial model. The quasi‐likelihood approach to modeling this overdispersion involves the assumption that the variance is proportional to that specified by the multinomial model. As this approach does not require specification of the full distribution of the response variable, it can be more robust than fitting a Dirichlet‐multinomial model or adding a random effect to the linear predictor. Estimation of the amount of overdispersion is often based on Pearson's statistic X2 or the deviance D. For many types of study, such as mark‐recapture, the data will be sparse. The estimator based on X2 can then be highly variable, and that based on D can have a large negative bias. We derive a new estimator, which has a smaller asymptotic variance than that based on X2, the difference being most marked for sparse data. We illustrate the numerical difference between the three estimators using a mark‐recapture study of swifts and compare their performance via a simulation study. The new estimator has the lowest root mean squared error across a range of scenarios, especially when the data are very sparse.
Date: 2020
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