| Grant number: | 12/21389-0 |
| Support Opportunities: | Research Grants - Visiting Researcher Grant - International |
| Start date: | January 15, 2013 |
| End date: | January 24, 2013 |
| Field of knowledge: | Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics |
| Principal Investigator: | Clarice Garcia Borges Demétrio |
| Grantee: | Clarice Garcia Borges Demétrio |
| Visiting researcher: | Célestin Clotaire Kokonendji |
| Visiting researcher institution: | Université de Franche-Comté (UFC) , France |
| Host Institution: | Escola Superior de Agricultura Luiz de Queiroz (ESALQ). Universidade de São Paulo (USP). Piracicaba , SP, Brazil |
| City of the host institution: | Piracicaba |
Abstract
The purpose of the project is to investigate the practical use of regression models based on Poisson-Tweedie mixtures, and investigate the merits of such an approach for modelling over-/under dispersed discrete data. We will first investigate model fitting by means of quasi-likelihood estimation and Pearson estimating functions, and investigate the practical usefulness of such an approach. We will then investigate the possibility of using maximum likelihood estimation for the Poisson-Tweedie mixtures, including a comparison with quasi-likelihood estimation and an investigation of the efficiency of the latter. The investigation involves simulation of the Poisson-Tweedie mixtures, which is relatively easy because of the availability of good simulation procedures for Tweedie distributions (AU)
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