under (and over) dispersion in Poisson regression

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under (and over) dispersion in Poisson regression

John Sorkin
I am trying to use Poisson regression to model count data. My results are suggestive of under dispersion (0.79). How close to one does one want the measure of dispersion to be before one accepts the results of the analysis?

I know that there is no definitive answer to my question, but I would like to get some sense of general practice.
Thanks,
John

John Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
Baltimore VA Medical Center GRECC and
University of Maryland School of Medicine Claude Pepper OAIC

University of Maryland School of Medicine
Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524

410-605-7119
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Re: under (and over) dispersion in Poisson regression

Prof Brian Ripley
This most often indicates a problem with dispersion estimate.  See the
cautionary tale in MASS4 chapter 7.  If you have a reliable dispersion
estimate that low for genuine counts, they are either not independent or
not Poisson (for example, limited), and one would want to find out what is
going on.

On Tue, 3 Jan 2006, John Sorkin wrote:

> I am trying to use Poisson regression to model count data. My results
> are suggestive of under dispersion (0.79). How close to one does one
> want the measure of dispersion to be before one accepts the results of
> the analysis?
>
> I know that there is no definitive answer to my question, but I would
> like to get some sense of general practice.

--
Brian D. Ripley,                  [hidden email]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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