[Statlist] RESEARCH SEMINAR IN STATISTICS - UNIVERSITY OF GENEVA

[Eva Cantoni]

RESEARCH SEMINAR IN STATISTICS - UNIVERSITY OF GENEVA

Organisers : .
E. Cantoni - E. Ronchetti - S. Sperlich - M-P. Victoria-Feser

Friday MaY 16th, 2014
at 11h15
Room M 5220, Uni Mail (40, bd du Pont-d'Arve)

William AEBERHARD
Université de Genève

"Overdispersed count data modeling with unknown mixing distribution"

Abstract:
For fitting purposes and consistent inference, the correct specification 
of the relation between the variance of the response variable and its 
mean (known as the variance function) is crucial. For a response 
consisting of counts, typically involving overdisperion, many models 
already exist and offer a wide variety of variance functions. This 
variety is appealing, yet the data analyst is still faced with the 
somewhat arbitrary choice of a specification over another, without many 
means to check the relevance of such a choice. Most of these variance 
function specifications are in fact the result of the specification of 
an unobservable mixing distribution, whose realizations can be seen as 
random intercepts (one per observation) appearing in the mean of Poisson 
distributions, themselves giving rise to the observed counts. A 
well-known case is a gamma underlying mixing distribution yielding 
negative binomial outcomes, implying a quadratic variance function. We 
propose here a semi-parametric generalized linear model for count data 
where the mixing distribution is estimated by empirical likelihood along 
with the regression coefficients. By doing so, the shape of the variance 
function is somehow estimated from the data and the analyst need not to 
worry about its specification. Algorithmic ideas and encouraging 
simulation results will be presented for this work in progress.

Visit the website: http://www.stat-center.unige.ch/ResSem.html

-- 
Prof. Eva Cantoni
Research Center for Statistics and
      Geneva School of Economics and Management
University of Geneva, Bd du Pont d'Arve 40, CH-1211 Genève 4
http://www.unige.ch/ses/dsec/staff/faculty/Cantoni-Eva.html