Center for Economic Research, Department of Economics, University of Minnesota
This paper has addressed specification tests for Poisson regression models with
counted data. Various test statistics are derived with respect to general models
for counted data. The main features of the tests are on the testing of the constraints
implied by the moments of the Poisson distribution. An information matrix
test is inconsistent against alternative models with equal variance and mean functions.
Test procedures derived with distributions by series expansions will be of
interest for its flexibility and generality for the testing of Poisson distribution.
Lee, L., (1984), "Specification Tests for Poisson Regression Models", Discussion Paper No. 208, Center for Economic Research, Department of Economics, University of Minnesota.
Specification Tests for Poisson Regression Models.
Center for Economic Research, Department of Economics, University of Minnesota.
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