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Extended poisson process modelling

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Abstract

The extended Poisson process model is a generalisation of the simple Poisson process. It allows for the construction of distributions that can be over-dispersed or under-dispersed relative to the Poisson distribution. The modelling includes the Poisson and negative binomial distributions as special cases. Generally, a broad class of dispersion models can be characterised in an intuitive and appealing way by a simple parameterisation. By incorporating transition modelling techniques the extended Poisson process model can be used to model longitudinal count data. The technique is illustrated by analysing the epilepsy data in Thall and Vail (1990). Comparing a number of analyses of the data shows that some covariates have a more significant effect using this modelling than from using mixed Poisson models. It is argued that this could be due to the mixed Poisson models used in the other analyses not providing an appropriate description of the residual variation, with the greater flexibility of the extended Poisson process model generally enabling more critical assessment of covariate effects than more standard mixed Poisson modelling. The extended Poisson process model is also applied to data from a repeated trawl study in the Great Barrier Reef Marine Park conducted by CSIRO Marine Research and the Queensland Department of Primary Industries. Prawn trawling is a major fishing activity in the Great Barrier Reef Marine Park, generating millions of dollars for the Australian economy. It is important that appropriate management decisions are made to ensure the sustainability of the industry. The study was conducted to quantify the recovery of seabed fauna after repeated trawling. Data from the study were composed of counts of observed benthic organisms on the seabed. It was found that the extended Poisson process model more faithfully described the data than more standard models such as those based on Poisson or negative binomial distribution. It is argued that the use of inappropriate models can result in unreliable inferences, which in turn could lead to poor management decisions. Fitting the extended Poisson process model with covariate dependent mean can be problematic because of the computing burden. A Fisher scoring algorithm is developed for the extended Poisson process model that considerably reduces the computation required. Quine's absence from school data (see Aitkin, 1978) are analysed using this Fisher scoring algorithm for the extended Poisson process model, and the results contrasted with an analysis of the data by Venables and Ripley (2002). It is found that the extended Poisson process model sharpens the statistical tests for regression terms in the model, resulting in different inferences from those based on the negative binomial distribution. In addition, the Fisher scoring algorithm reduced the computation time for parameter estimation from over seven days to less than one hour for each model fitted. It is also shown that the Fisher scoring algorithm for the extended Poisson process model can be expressed as an iterative re-weighted least squares algorithm. This puts parameter estimation for the extended Poisson process model under the same umbrella as standard generalised linear models, making it simpler to implement in existing statistical packages such as GLIM which use iterative re-weighted least squares to estimate parameters.n

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