Testing for varying zero-inflation and dispersion in generalized Poisson regression models

Abstract

Homogeneity of dispersion parameters and zero-inflation parameters is a standard assumption in zero-inflated generalized Poisson regression (ZIGPR) models. However, this assumption may be not appropriate in some situations. This work develops a score test for varying dispersion and/or zero-inflation parameter in the ZIGPR models, and corresponding test statistics are obtained. Two numerical examples are given to illustrate our methodology, and the properties of score test statistics are investigated through Monte Carlo simulations.

Keywords:

• generalized Poisson regression models
• zero-inflation
• dispersion
• score test
• test of homogeneity
• simulation study

Acknowledgements

We would like to thank the Editor, the Associate Editor and the referees for their helpful comments and suggestions that led to a significant improvement of the paper. This work is supported by NSFC (10671032) and NSFJS (BK2008284).