Dispersion tests in generalised linear mixed-effects models - a methods comparison and practical guide

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Abstract

1. Underdispersion and overdispersion are common issues when analysing ecological data with generalised linear (mixed) models (GLMs/GLMMs). Overdispersion, the phenomenon where observations spread wider than expected by the fitted model, leads to anti-conservative p-values and, thus, to inflated type I error. In contrast, underdispersion, a narrower spread of the data than expected, causes overly conservative p-values and, therefore, a reduction in power. A range of tests has been suggested to detect such dispersion problems, but there are few comparative studies of their performance across a range of models and analysis situations. 2. The goal of this study is to identify a general dispersion test for GLMs/GLMMs that is applicable across all standard distributions and random-effects structures. After an initial assessment of available tests, we selected two classes of dispersion tests as candidates: (1) parametric and nonparametric tests based on Pearson residuals and (2) simulation-based tests that compare the expected to the observed variance in the response. 3. Comparing their performance by type I error, power, and dispersion estimate, across a range of GLMs and GLMMs, we find that a nonparametric Pearson residuals test performed best across all metrics, especially for data with low incidence or count rates and/or sample sizes; however, at the cost of high computational expenses. The parametric Pearson residuals test, which is recommended in many books and guidelines, is faster and performs excellently for GLMs, but can be seriously biased towards underdispersion for GLMMs. We show that the reason for this bias, which increases with the number of random effect clusters/groups, lies in the naïve computations of the degrees of freedom for the random effects. The simulation-based response variance test is slightly less powerful than the nonparametric Pearson test, but it showed overall good calibration and is much faster to compute. It offers a compromise between the strengths and weaknesses of the two Pearson-based tests. 4. We conclude that for GLMs, the parametric Pearson residuals test offers the best combination of speed and accuracy. For GLMMs, we recommend either the computationally demanding non-parametric Pearson residuals test or the faster, although somewhat less powerful, simulation-based response variance test.
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This is a Preprint and has not been peer reviewed. This is version 5 of this Preprint. You must log in to post a comment. There are no comments or no comments have been made public for this article. This is a Preprint and has not been peer reviewed. This is version 5 of this Preprint. Add a Comment You must log in to post a comment. Comments There are no comments or no comments have been made public for this article. Underdispersion and overdispersion are common issues when analysing ecological data with generalized linear (mixed) models (GLMs/GLMMs). Overdispersion, the phenomenon where observations spread wider than expected by the fitted model, usually leads to anti-conservative p-values and, thus, to inflated type I error. In contrast, underdispersion, a narrower spread of the data than expected, causes overly conservative p-values and, therefore, reduced power. A range of tests has been proposed to detect such dispersion problems, but there are few comparative studies of their performance across models and analysis settings, and, most importantly, sparse recommendations for ecologists on how to check for dispersion issues. Our goal was to identify a general dispersion test for GLMs/GLMMs applicable to standard distributions and random-effects structures commonly used in ecological data analysis. Following an initial review of available tests, we selected two classes of dispersion tests: (1) parametric and nonparametric tests based on Pearson residuals and (2) simulation-based tests that compare the expected and observed residual variance. Comparing their performance by type I error, power, and dispersion estimate, across a range of Poisson and binomial GLMs/GLMMs, we found that the nonparametric Pearson residuals test performed best across all metrics, particularly for data with low incidence or count rates and/or small samples; however, at the cost of high computational expense. The parametric Pearson residuals test, recommended in many books and guidelines, was fast and effective for GLMs, but biased towards underdispersion in GLMMs due to the naïve computation of the random-effect degrees of freedom. The simulation-based residual variance test was slightly less powerful, but showed overall good calibration. The latter offers a compromise between the strengths and weaknesses of the two Pearson-based tests. We conclude that for GLMs, the parametric Pearson residuals test offers the best balance of speed and accuracy. For GLMMs, we recommend either the computationally demanding nonparametric Pearson residuals test or the faster, although somewhat less powerful, simulation-based residual variance test. We also analyze two case studies in ecology that differ in complexity and include recommendations for ecological data analysis to address dispersion issues, using the most commonly used R packages, avoiding pitfalls, and improving model fit and the interpretation of ecological datasets. https://doi.org/10.32942/X23M14 Applied Statistics, Ecology and Evolutionary Biology, Statistical Models overdispersion/underdispersion, multilevel/hierarchical models, hypothesis test, Pearson residuals, type I error, power, dispersion parameter, multilevel/hierarchical models, , hypothesis test, Pearson residuals, type I error, Power, dispersion parameter Published: 2025-11-14 19:05 Last Updated: 2026-03-30 13:37 CC BY Attribution 4.0 International Data and Code Availability Statement: Code and simulations available at Zenodo: https://doi.org/10.5281/zenodo.17611061 Language: English

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