Parameter estimation and hypothesis testing of geographically and temporally weighted bivariate generalized Poisson regression

Setyorini Indah Purwanti*, Sutikno, Purhadi

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

2 Citations (Scopus)

Abstract

Poisson regression is used to model the data with the response variable in the form of count data. This modeling must meet the equidispersion assumption. That is, the average value is the same as the variance. However, this assumption is often violated. Violation of the equidispersion assumption in Poisson regression modeling will result in invalid conclusions. These violations are an overdispersion and an underdispersion of the response variable. Generalized Poisson Regression (GPR) is an alternative if there is a violation of the equidispersion assumption. If there are two correlated response variables, modeling will use the Bivariate Generalized Poisson Regression (BGPR). However, in the panel data with the observation unit in the form of an area, BGPR is not quite right because there is spatial and temporal heterogeneity in the data. Geographically and Temporally Weighted Bivariate Generalized Poisson Regression (GTWBGPR) is a method for modeling spatial and temporal heterogeneity data. GTWBGPR is a development of GWBGPR. In GTWBGPR, besides accommodating spatial effects, it also accommodates temporal effects. This research will discuss the parameter estimation and test statistics for the GTWBGPR model. Parameter estimation uses Maximum Likelihood Estimation (MLE), but the result is not closed-form, so it is solved by numerical iteration. The numerical iteration used is Newton-Raphson. The test statistic for simultaneous testing uses the Maximum Likelihood Ratio Test (MLRT). With large samples, then this test statistic has a chi-square distribution approximation. So the test statistic for the partial test uses the Z test statistic.

Original languageEnglish
Article number012043
JournalIOP Conference Series: Earth and Environmental Science
Volume880
Issue number1
DOIs
Publication statusPublished - 10 Nov 2021
Event4th International Conference on Science and Technology Applications in Climate Change, STACLIM 2021 - Selangor, Virtual, Malaysia
Duration: 1 Jul 20212 Jul 2021

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