Testing for varying zero-inflation and dispersion in generalized Poisson regression models

Feng-Chang Xie, Jin-Guan Lin and Bo-Cheng Wei

Journal of Applied Statistics, 2010, vol. 37, issue 9, 1509-1522

Abstract: Homogeneity of dispersion parameters and zero-inflation parameters is a standard assumption in zero-inflated generalized Poisson regression (ZIGPR) models. However, this assumption may be not appropriate in some situations. This work develops a score test for varying dispersion and/or zero-inflation parameter in the ZIGPR models, and corresponding test statistics are obtained. Two numerical examples are given to illustrate our methodology, and the properties of score test statistics are investigated through Monte Carlo simulations.

Keywords: generalized Poisson regression models; zero-inflation; dispersion; score test; test of homogeneity; simulation study (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1080/02664760903055442

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