Computes the Mean-Squared Error associated with the estimated residuals from the COM-Poisson regression.
Usage
CMP.MSE(CMPbetas, CMPnu, x, y)
Arguments
CMPbetas
Vector estimate of beta-vector, as determined via the COM-Poisson distribution
CMPnu
Dispersion estimate determined via the COM-Poisson distribution
x
matrix of size nxp
y
column vector of length n
Value
the estimated residuals determined from a COM-Poisson regression relating
the matrix x and vector y.
Details
CMP.MSE computes the mean-squared error associated with
the estimated residuals determined from a COM-Poisson regression relating
the matrix x and vector y.
References
A Flexible Regression Model for Count Data, by Sellers & Shmueli, http://ssrn.com/abstract=1127359