[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.
>[...]
>
More information about the R-help
mailing list