A framework for modelling overdispersed count data, including the Poisson-shifted generalized inverse Gaussian distribution

R.A. Rigby, D.M. Stasinopoulos and C. Akantziliotou

Computational Statistics & Data Analysis, 2008, vol. 53, issue 2, 381-393

Abstract: A variety of methods of modelling overdispersed count data are compared. The methods are classified into three main categories. The first category are ad hoc methods (i.e. pseudo-likelihood, (extended) quasi-likelihood, double exponential family distributions). The second category are discretized continuous distributions and the third category are observational level random effects models (i.e. mixture models comprising explicit and non-explicit continuous mixture models and finite mixture models). The main focus of the paper is a family of mixed Poisson distributions defined so that its mean [mu] is an explicit parameter of the distribution. This allows easier interpretation when [mu] is modelled using explanatory variables and provides a more orthogonal parameterization to ease model fitting. Specific three parameter distributions considered are the Sichel and Delaporte distributions. A new four parameter distribution, the Poisson-shifted generalized inverse Gaussian distribution is introduced, which includes the Sichel and Delaporte distributions as a special and a limiting case respectively. A general formula for the derivative of the likelihood with respect to [mu], applicable to the whole family of mixed Poisson distributions considered, is given. Within the framework introduced here all parameters of the distributions are modelled as parametric and/or nonparametric (smooth) functions of explanatory variables. This provides a very flexible way of modelling count data. Maximum (penalized) likelihood estimation is used to fit the (non)parametric models.

Date: 2008
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Citations: View citations in EconPapers (23)

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