Modified pseudo-likelihood estimator of the overdispersion parameter in Poisson mixture models
Charmaine B. Dean · Journal of Applied Statistics · 1994
There are a variety of methods available for analyzing count data exhibiting extra-Poisson variation. Those based on quasi-likelihood, in particular, have gained tremendous popularity. In this paper, several moment estimators are compared. A new estimator, based on a modification of the pseudo-likelihood approach, is introduced and shown to perform very well when the overdispersion is not large, even if the sample size is very small.