Efficient regression modeling for correlated and overdispersed count data
Xiaomeng Niu and
Hyunkeun Ryan Cho
Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 24, 6005-6018
Abstract:
The objective of this paper is to propose an efficient estimation procedure in a marginal mean regression model for longitudinal count data and to develop a hypothesis test for detecting the presence of overdispersion. We extend the matrix expansion idea of quadratic inference functions to the negative binomial regression framework that entails accommodating both the within-subject correlation and overdispersion issue. Theoretical and numerical results show that the proposed procedure yields a more efficient estimator asymptotically than the one ignoring either the within-subject correlation or overdispersion. When the overdispersion is absent in data, the proposed method might hinder the estimation efficiency in practice, yet the Poisson regression based regression model is fitted to the data sufficiently well. Therefore, we construct the hypothesis test that recommends an appropriate model for the analysis of the correlated count data. Extensive simulation studies indicate that the proposed test can identify the effective model consistently. The proposed procedure is also applied to a transportation safety study and recommends the proposed negative binomial regression model.
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:24:p:6005-6018
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DOI: 10.1080/03610926.2018.1524486
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