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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.

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.

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26 citations in Web of Science®
27 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:21 Nov 2017 13:23
Publisher:Wiley-Blackwell
ISSN:0305-9049
Additional Information:The definitive version is available at www.blackwell-synergy.com.
Publisher DOI:https://doi.org/10.1111/1468-0084.00188

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