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Seemingly unrelated negative binomial regression


Winkelmann, Rainer (2000). Seemingly unrelated negative binomial regression. Oxford Bulletin of Economics and Statistics, 64(4):553-560.

Abstract

This paper discusses the specification and estimation of seemingly unrelated multivariate count data models. A new model with negative binomial marginals is proposed. In contrast to a previous model based on the multivariate Poisson distribution, the new model allows for over-dispersion, a phenomenon that is frequently encountered in economic count data. Semi-parametric estimation is possible if some of the assumption of the fully specified model are violated.

This paper discusses the specification and estimation of seemingly unrelated multivariate count data models. A new model with negative binomial marginals is proposed. In contrast to a previous model based on the multivariate Poisson distribution, the new model allows for over-dispersion, a phenomenon that is frequently encountered in economic count data. Semi-parametric estimation is possible if some of the assumption of the fully specified model are violated.

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25 citations in Web of Science®
26 citations in Scopus®
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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Economics
Dewey Decimal Classification:330 Economics
Language:English
Date:2000
Deposited On:11 Feb 2008 12:21
Last Modified:17 Apr 2016 05:45
Publisher:Wiley-Blackwell
ISSN:0305-9049
Additional Information:The definitive version is available at www.blackwell-synergy.com.
Publisher DOI:10.1111/1468-0084.00188
Permanent URL: http://doi.org/10.5167/uzh-1151

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