@ARTICLE{18461319_1990,
author = {Cameron, A. Colin and Trivedi, Pravin K.},
keywords = {poisson models, regression-based tests, модель Пуассона, распределение, экономическая модель},
title = {Regression-based tests for overdispersion in the Poisson model},
journal = {Journal of Econometrics},
year = {1990},
month = {},
volume = {46},
number = {3},
pages = {347-364},
url = {http://ecsocman.hse.ru/text/18461319/},
publisher = {},
language = {ru},
abstract = {A property of the Poisson regression model is mean-variance equality,
conditional on explanatory variables. "Regression-based" tests for
this property are proposed in a very general setting. Unlike
classical statistical tests, these tests require specification of
only the mean-variance relationship under the alternative, rather
than the complete distribution whose choice is usually arbitrary. The
optimal regression-based test is easily computed as the t-test from
an auxiliary regression. If a distribution under the alternative
hypothesis is in fact specified and is in the Katz system of
distributions or is Cox's local approximation to the Poisson, the
score test for the Poisson distribution is equivalent to the optimal
regression-based test. },
annote = {A property of the Poisson regression model is mean-variance equality,
conditional on explanatory variables. "Regression-based" tests for
this property are proposed in a very general setting. Unlike
classical statistical tests, these tests require specification of
only the mean-variance relationship under the alternative, rather
than the complete distribution whose choice is usually arbitrary. The
optimal regression-based test is easily computed as the t-test from
an auxiliary regression. If a distribution under the alternative
hypothesis is in fact specified and is in the Katz system of
distributions or is Cox's local approximation to the Poisson, the
score test for the Poisson distribution is equivalent to the optimal
regression-based test. }
}