Dispersion Test-whether Poisson or NB?

[Rara]

Hi all,

I'm new to SPSS and I would be very thankful if you please help me with my problem.
I want to check the dispersion of my count variable to see whether I should use Poisson regression or the Negative Binomial? I was wondering if it's possible to do the statistical test for over-dispersion in SPSS? If yes, how?

Thank you,
Rara

[Bruce Weaver]

You might get some ideas by looking at the examples on this UCLA web-page:

   http://www.ats.ucla.edu/stat/spss/dae/poissonreg.htm

From the bottom of that page:

Things to consider

* When there seems to be an issue of dispersion, we should first check if our model is appropriately specified, such as omitted variables and functional forms. For example, if we omitted the predictor variable prog in the example above, our model would seem to have a problem with over-dispersion. In other words, a mis-specified model could present a symptom like an over-dispersion problem.

* Assuming that the model is correctly specified,  you may want to check for overdispersion.  There are several tests  including the likelihood ratio test of over-dispersion parameter alpha by running the same regression model using negative binomial distribution (distribution = negbin).

* One common cause of over-dispersion is excess zeros, which in turn are generated by an additional data generating process.  In this situation, zero-inflated model should be considered.

* If the data generating process does not allow for any 0s (such as the number of days spent in the hospital), then a zero-truncated model may be more appropriate.

* The outcome variable in a Poisson regression cannot have negative numbers.

* Poisson regression is estimated via maximum likelihood estimation. It usually requires a large sample size.

Rara wrote

Hi all,

I'm new to SPSS and I would be very thankful if you please help me with my problem.
I want to check the dispersion of my count variable to see whether I should use Poisson regression or the Negative Binomial? I was wondering if it's possible to do the statistical test for over-dispersion in SPSS? If yes, how?

Thank you,
Rara

[Ryan]

Assuming you have the same covariates and data in both models, a likelihood ratio test is permitted.

On May 2, 2014 8:58 AM, "Rara" <[hidden email]> wrote:
>
> Hi all,
>
> I'm new to SPSS and I would be very thankful if you please help me with my
> problem.
> I want to check the dispersion of my count variable to see whether I should
> use Poisson regression or the Negative Binomial? I was wondering if it's
> possible to do the statistical test for over-dispersion in SPSS? If yes,
> how?
>
> Thank you,
> Rara
>
>
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Dispersion-Test-whether-Poisson-or-NB-tp5725769.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
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[Rara]

Thank you very much for your response. From the likelihood ratio test, I think it's better to use the NB. I also read from this link (IBM SPSS Guide) that if I set the parameter of NB to 0 and check the logrange multiplier test, that would show the over-dispersion as well. I got these results and I don't know how to interpret them. Does this mean that the test is significant and the over-dispersion exist for this dataset?

Lagrange Multiplier Test:
                                           z Parameter < 0   Parameter > 0 Non-directional
--------------------------------------------------------------------------------------------------------
Ancillary Parameter 133.333     1.000                  .000                 .000
       
Thanks,
Rara