dispersion_test#

superglm.dispersion_test(
model: SuperGLM,
X,
y,
sample_weight=None,
offset=None,
*,
alternative: str = 'greater',
) → DispersionTestResult#

Cameron & Trivedi (1990) regression-based overdispersion test.

Tests H0: Var(Y) = mu (equidispersion) vs H1: Var(Y) = mu + alpha*mu^2.

Parameters:
modelSuperGLM

A fitted Poisson model.

Xpandas or eager Polars DataFrame

Design matrix.

yarray-like

Observed response values.

sample_weightarray-like or None

Observation weights. Currently unsupported.

offsetarray-like or None

Optional offset.

alternativestr

One of "greater" (overdispersion), "less" (underdispersion), or "two-sided".

Returns:
DispersionTestResult