Overdispersed Exponential Regression Models
COMPUTATIONAL STATISTICS, Vol 12 No 2, March 26, 1997
Posted: 29 Apr 1997
This paper introduces two-parameter exponential family distributions into the stochastic components of generalized linear models (GLMs), in order to model patterns of dispersion unexpected under ordinary GLMs, including overdispersion and underdispersion. Exponential regression models can be fitted using the iteratively re-weighted least squares algorithm and allow full likelihood analyses.
JEL Classification: C10
Suggested Citation: Suggested Citation