Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model
Peter Moffatt ()
Statistics & Probability Letters, 1997, vol. 32, issue 1, 75-79
The efficient score test for overdispersion in the Poisson regression model is derived explicitly, and it is shown that by virtue of a particular matrix identity, the test has a surprisingly simple form provided the Poisson regression contains an intercept. It is also pointed out that the test is inherently one-tailed.
Keywords: Count; data; Overdispersion; test (search for similar items in EconPapers)
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