dispersion_test#
- superglm.dispersion_test( ) 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