[R] Overdispersed poisson - negative observation

Douglas Trainor trainor at transborder.org
Fri Jan 17 22:06:58 CET 2003


Some other techniques for overdispersed and underdispersed count data
are described in:

    COUNT DATA REGRESSION USING SERIES EXPANSIONS: WITH APPLICATIONS
    by A. COLIN CAMERON and PER JOHANSSON
    in JOURNAL OF APPLIED ECONOMETRICS, VOL 12, 203-223 (1997).

    http://www.econ.uiuc.edu/~econ472/cameron97.pdf


peter.fledelius at wgo.royalsun.com wrote:

>Dear R users
>
>I have been looking for functions that can deal with overdispersed poisson
>models. Some (one) of the observations are negative. According to actuarial
>literature (England & Verall, Stochastic Claims Reserving in General
>Insurance , Institute of Actiuaries 2002) this can be handled through the
>use of quasi likelihoods instead of normal likelihoods. The presence of
>negatives is not normal in a poisson model, however, we see them frequently
>in this type of data, and we would like to be able to fit the model anyway.
>[...]
>




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