scholarly journals Comparison Between Two Multinomial Overdispersion Models Through Simulation

2020 ◽  
Vol 68 (1) ◽  
pp. 45-48
Author(s):  
Farzana Afroz ◽  
Zillur Rahman Shabuz

A key assumption when using the multinomial distribution is that the observations are independent. In many practical situations, the observations could be correlated or clustered and the probabilities within each cluster might vary, which may lead to overdispersion. In this paper we discuss two well-known approaches to model overdispersed multinomial data, the Dirichlet-multinomial model and the finite-mixture model. The difference between these two models has been illustrated via simulation study. The forest pollen data is considered as a practical example of overdisperse multinomial data. The overdispersion parameter,φ, has been estimated using two classical estimators. Dhaka Univ. J. Sci. 68(1): 45-48, 2020 (January)

2021 ◽  
Vol 69 (2) ◽  
pp. 96-100
Author(s):  
Farzana Afroz

Traditionally, the overdispersion parameter ϕ is estimated by using Pearson’s lack of fit statistic X2or the Deviance statistic D, which do not perform well in the case of sparse data. This paper particularly focuses on an estimator ϕnew of overdispersion parameter which was proposed for sparse multinomial data. The estimator was derived on the basis of an assumption on the 3rd cumulant of the response variable.When the data comes from the Dirichlet-multinomial distribution ϕnew is known to have the lowest root mean squared error comparing to the other three estimators. In this paper the 1st to 3rd order raw moments of the finite mixture of Dirichlet-multinomial distributions are derived, which results in complicated mathematical expressions. Furthermore, it is found that the 3rd cumulant of this mixture does not satisfy the assumption which is considered in the derivation of ϕnew . Dhaka Univ. J. Sci. 69(2): 96-100, 2021 (July)


2020 ◽  
Vol 1 (3) ◽  
pp. 1-16
Author(s):  
Xin Xu ◽  
Yanjie Fu ◽  
Jingyi Wu ◽  
Yuqi Wang ◽  
Zeyu Huang ◽  
...  

2012 ◽  
Vol 49 (3) ◽  
pp. 313-335 ◽  
Author(s):  
Fabio Attorre ◽  
Fabio Francesconi ◽  
Michele De Sanctis ◽  
Marco Alfò ◽  
Francesca Martella ◽  
...  

2004 ◽  
Vol 23 (13) ◽  
pp. 2049-2060 ◽  
Author(s):  
Joanna X. Du ◽  
Terry Watkins ◽  
Luis E. Bravo ◽  
Elizabeth T. H. Fontham ◽  
M. Constanza Camargo ◽  
...  

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