首页> 外文会议>International Conference on Mathematics >The handling of overdispersion on Poisson regression model with the generalized Poisson regression model
【24h】

The handling of overdispersion on Poisson regression model with the generalized Poisson regression model

机译:用广义泊松回归模型处理泊松回归模型的过分分解

获取原文

摘要

Regression model is used to model the relationship between predictor variables and response variable. In case that the response variable are Poisson distributed, Poisson regression model can be used to model the relationship. An assumption that must be fulfilled on Poisson distribution is the mean value of data equals to the variance value (or so-called equidispersion). If the variance value is greater than the mean value, it is called overdispersion. Overdispersion occurs due to such factors as the presence greater variance of response variable caused by other variables unobserved heterogeneity, the influence of other variables which leads to dependence of the probability of an event on previous events, the presence of outliers, the existence of excess zeros on response variable. If the equidispersion is not met, the Poisson regression is no longer appropriate to model the data. Moreover, the resulted model will yield biased parameter estimation and underestimated standard error, leading to invalid conclusions. To handle overdispersion, the generalized Poisson regression model can be employed. The present study seeks to overcome overdispersion of the Poisson regression model using generalized Poisson regression model and to apply it to data of maternal deaths in Central Java. The study found out the generalized Poisson regression model, its parameter estimation using maximum likelihood estimation (MLE), as well as iterative solution using Newton-Raphson method. The iterative estimation obtained is α_(t+1)=α_(t)-H_(t)~(-1)G_(t) and β_(t+1)=β_(t)-H_(t)~(-1)G_(t), where t represents the number of iterations required and α is dispersion parameter. The analysis results in the generalized Poisson regression model, expressed as Y_i = exp(β_0+β_1X_(1i)+β_2X_(2i) + ... + β_pX_(pi)).
机译:回归模型用于模拟预测变量与响应变量之间的关系。在响应变量是泊松分布式的情况下,泊松回归模型可用于模拟关系。必须满足于泊松分发的假设是数据的平均值等于方差值(或所谓的交状物)。如果方差值大于平均值,则它被称为过度分数。由于其他因素是由其他变量不可观察的异质性引起的响应变量的存在更大的因素而发生过度分化,其其他变量的影响导致事件对先前事件的概率,异常值的存在,过量零的存在在响应变量上。如果不符合EquIdispersperspersperspersion,则泊松回归不再适合模拟数据。此外,所产生的模型将产生偏置参数估计和低估标准误差,导致无效的结论。为了处理过度分散,可以采用广义泊松回归模型。本研究旨在使用广义泊松回归模型克服泊松回归模型的过度分散,并将其应用于中爪哇省母体死亡数据。该研究发现了广义泊松回归模型,使用最大似然估计(MLE)以及使用Newton-Raphson方法的迭代解决方案。获得的迭代估计是α_(t + 1)=α_(t)-h_(t)〜(-1)g_(t)和β_(t + 1)=β_(t)-h_(t)〜( - 1)G_(t),其中T表示所需的迭代次数,α是色散参数。分析结果在广义泊松回归模型中,表示为Y_i = exp(β_0+β_1x_(1i)+β_2x_(2i)+ ... +β_px_(pi))。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号