COMPARISON OF QUASI‐LIKELIHOOD MODELS FOR OVERDISPERSION

N. David Yanez III, Jeffrey Wilson

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

Methods for modelling overdispersed data are compared. These methods are considered to be of two kinds: a likelihood based approach and a method‐of‐moments based approach. The likelihood method facilitates computation of maximum likelihood estimates which can be obtained through the same algorithm as that of weighted least squares. The quasi‐likelihood or moment approaches seem to be appropriate when severe overdispersion may be present. The comparisons are made via analyses of the Ames Salmonella Reverse Mutagenicity Assay (Margolin et a/., 1981) and a seed dataset (Crow‐der, 1978).

Original languageEnglish (US)
Pages (from-to)217-231
Number of pages15
JournalAustralian Journal of Statistics
Volume37
Issue number2
DOIs
StatePublished - 1995

Fingerprint

Overdispersion
Quasi-likelihood
Likelihood Methods
Data Modeling
Weighted Least Squares
Maximum Likelihood Estimate
Reverse
Likelihood
Moment
Model

Keywords

  • extended quasi‐likelihoods.
  • Generalised extended quasi‐likelihood
  • joint modelling

ASJC Scopus subject areas

  • Statistics and Probability

Cite this

COMPARISON OF QUASI‐LIKELIHOOD MODELS FOR OVERDISPERSION. / III, N. David Yanez; Wilson, Jeffrey.

In: Australian Journal of Statistics, Vol. 37, No. 2, 1995, p. 217-231.

Research output: Contribution to journalArticle

@article{7eb9caa1f67f42c9adb90a6575469269,
title = "COMPARISON OF QUASI‐LIKELIHOOD MODELS FOR OVERDISPERSION",
abstract = "Methods for modelling overdispersed data are compared. These methods are considered to be of two kinds: a likelihood based approach and a method‐of‐moments based approach. The likelihood method facilitates computation of maximum likelihood estimates which can be obtained through the same algorithm as that of weighted least squares. The quasi‐likelihood or moment approaches seem to be appropriate when severe overdispersion may be present. The comparisons are made via analyses of the Ames Salmonella Reverse Mutagenicity Assay (Margolin et a/., 1981) and a seed dataset (Crow‐der, 1978).",
keywords = "extended quasi‐likelihoods., Generalised extended quasi‐likelihood, joint modelling",
author = "III, {N. David Yanez} and Jeffrey Wilson",
year = "1995",
doi = "10.1111/j.1467-842X.1995.tb00655.x",
language = "English (US)",
volume = "37",
pages = "217--231",
journal = "Australian and New Zealand Journal of Statistics",
issn = "1369-1473",
publisher = "Wiley-Blackwell",
number = "2",

}

TY - JOUR

T1 - COMPARISON OF QUASI‐LIKELIHOOD MODELS FOR OVERDISPERSION

AU - III, N. David Yanez

AU - Wilson, Jeffrey

PY - 1995

Y1 - 1995

N2 - Methods for modelling overdispersed data are compared. These methods are considered to be of two kinds: a likelihood based approach and a method‐of‐moments based approach. The likelihood method facilitates computation of maximum likelihood estimates which can be obtained through the same algorithm as that of weighted least squares. The quasi‐likelihood or moment approaches seem to be appropriate when severe overdispersion may be present. The comparisons are made via analyses of the Ames Salmonella Reverse Mutagenicity Assay (Margolin et a/., 1981) and a seed dataset (Crow‐der, 1978).

AB - Methods for modelling overdispersed data are compared. These methods are considered to be of two kinds: a likelihood based approach and a method‐of‐moments based approach. The likelihood method facilitates computation of maximum likelihood estimates which can be obtained through the same algorithm as that of weighted least squares. The quasi‐likelihood or moment approaches seem to be appropriate when severe overdispersion may be present. The comparisons are made via analyses of the Ames Salmonella Reverse Mutagenicity Assay (Margolin et a/., 1981) and a seed dataset (Crow‐der, 1978).

KW - extended quasi‐likelihoods.

KW - Generalised extended quasi‐likelihood

KW - joint modelling

UR - http://www.scopus.com/inward/record.url?scp=84990531842&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84990531842&partnerID=8YFLogxK

U2 - 10.1111/j.1467-842X.1995.tb00655.x

DO - 10.1111/j.1467-842X.1995.tb00655.x

M3 - Article

AN - SCOPUS:84990531842

VL - 37

SP - 217

EP - 231

JO - Australian and New Zealand Journal of Statistics

JF - Australian and New Zealand Journal of Statistics

SN - 1369-1473

IS - 2

ER -