next up previous contents
Next: Path analysis Up: Model Assessment and Model Previous: Other examples   Contents


Overdispersion and measurement error

Williams (1982) [385] OD in binomial models. Quasi-likelihood estimation (GLIM).

Cox (1983) [92] Estimation of a a simple model in the presence of models amounts of overdispersion. ML estimates ignoring the OD are asymptotically efficient, provided that the target parameter is correctly chosen. Extensions and a model for overdispersed data.

Breslow (1984) [60] Modification of the method of [385] for overdispersed Poisson data. Nice examples.

Firth (1987) [135] Efficiency (relative to ML) of quasi-likelihood estimates under different types of models, including models with overdispersion. Efficiency is fairly high when OD is moderate.

Barron (1992) [26] Overdispersion and autocorrelation in count data. Discussion of causes (heterogeneity, contagion etc.). Negative binomial model, quasi-likelihood estimation.

Morgan and Smith (1992) [275] OD for Poisson regression. Emphasises that OD parameters should be estimated from a maximal (here saturated) model in order to separate OD from lack of fit.

Hamerle and Ronning (1995) [174] Review of the analysis of qualitative panel data for social scientists, fairly technical. Discussion of overdispersion, both random-effects and quasilikelihood modelling.

Fitzmaurice (1997) [136] Impact of OD model selection criteria ($L^{2}$, AIC, BIC): generally too complex models selected. OD represented as a model with double-exponential family density. Estimation of OD parameters, simplest when only one of them. Simple adjustment of model selection criteria using OD parameter estimated from a `maximal' model. Application to data on class and voting.

Fitzmaurice and Goldthorpe (1997) [137] Fitzmaurice (1997) [136] for sociological audience. Application to CASMIN data on social mobility.

Fitzmaurice et al. (1997) [138] Discussion of causes and effects of OD. A simple method for detecting and adjusting for OD: partition data into small number of strata of roughly equal size, so that parameter of interest $\theta$ is constant or varies randomly between strata; compute estimate $\hat{\theta}_{j}$ in each stratum; estimate standard error of est. of $\theta$ as standard deviation of $\hat{\theta}_{j}$. If this is clearly greater than the standard variance estimate of $\hat{\theta}$, this is evidence of OD, and the between-statum s.d. is preferred as estimate of $\var(\hat{\theta})$. Applied to model for education and social class, with data from a 2 % sample from 1991 census.

Lindsey and Altham (1998) [246] Models for the human sex ratio using 19th-century data on 3.7 million births. Dispersion modelled as a linear function of family size. Three parametric OD models (including beta-binomial and double-binomial) compared using AIC. All preferred to saturated model, binomial model without OD does not fit at all.


next up previous contents
Next: Path analysis Up: Model Assessment and Model Previous: Other examples   Contents
Jouni Kuha 2003-07-16