|Gschlößl, Susanne; Czado, Claudia (2006): Modelling count data with overdispersion and spatial effects. Sonderforschungsbereich 386, Discussion Paper 475|
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In this paper we consider regression models for count data allowing for overdispersion in a Bayesian framework. We account for unobserved heterogeneity in the data in two ways. On the one hand, we consider more flexible models than a common Poisson model allowing for overdispersion in different ways. In particular, the negative binomial and the generalized Poisson distribution are addressed where overdispersion is modelled by an additional model parameter. Further, zero-inflated models in which overdispersion is assumed to be caused by an excessive number of zeros are discussed. On the other hand, extra spatial variability in the data is taken into account by adding spatial random effects to the models. This approach allows for an underlying spatial dependency structure which is modelled using a conditional autoregressive prior based on Pettitt et al. (2002). In an application the presented models are used to analyse the number of invasive meningococcal disease cases in Germany in the year 2004. Models are compared according to the deviance information criterion (DIC) suggested by Spiegelhalter et al. (2002) and using proper scoring rules, see for example Gneiting and Raftery (2004). We observe a rather high degree of overdispersion in the data which is captured best by the GP model when spatial effects are neglected. While the addition of spatial effects to the models allowing for overdispersion gives no or only little improvement, a spatial Poisson model is to be preferred over all other models according to the considered criteria.
|Fakultät:||Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386
Sonderforschungsbereiche > Sonderforschungsbereich 386
|Themengebiete:||500 Naturwissenschaften und Mathematik > 510 Mathematik|
|Veröffentlicht am:||11. Apr. 2007|
|Letzte Änderungen:||29. Apr. 2016 08:51|
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Modelling count data with overdispersion and spatial effects. (deposited 11. Apr. 2007)
- Modelling count data with overdispersion and spatial effects. (deposited 11. Apr. 2007) [momentan angezeigt]