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United States Department of Commerce: Staff Publications

2007

Iteratively weighted least squares

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Quasi-Poisson Vs. Negative Binomial Regression: How Should We Model Overdispersed Count Data?, Jay M. Ver Hoef, Peter L. Boveng Jan 2007

Quasi-Poisson Vs. Negative Binomial Regression: How Should We Model Overdispersed Count Data?, Jay M. Ver Hoef, Peter L. Boveng

United States Department of Commerce: Staff Publications

Quasi-Poisson and negative binomial regression models have equal numbers of parameters, and either could be used for overdispersed count data. While they often give similar results, there can be striking differences in estimating the effects of covariates. We explain when and why such differences occur. The variance of a quasi-Poisson model is a linear function of the mean while the variance of a negative binomial model is a quadratic function of the mean. These variance relationships affect the weights in the iteratively weighted least-squares algorithm of fitting models to data. Because the variance is a function of the mean, large …