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单词 Overdispersion
释义

overdispersion


When applying the generalized linear model or GLM to the real world, a phenomenon called overdispersion occurs when the observed varianceMathworldPlanetmath of the data is larger than the predicted variance. This is particularly apparent in the case of a Poisson regression model, where

predicted variance = predicted mean,

or the binary logistic regressionMathworldPlanetmath model, where

predicted variance = predicted mean(1- predicted mean).

A parameter, called the dispersion parameter, ϕ, is introducted to the model to lower this overdispersion effect.

The GLM, with the inclusion of this dispersion parameter, has the following density function:

fYi(yiθi)=exp[yθi-b(θi)a(ϕ)+c(y,ϕ)]

Dispersion parameters for some of the well known distributionsPlanetmathPlanetmath from the exponential family are listed in the following table:

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更新时间:2025/5/4 1:16:25