Winkelmann, Rainer (2000). Seemingly unrelated negative binomial regression. Oxford Bulletin of Economics and Statistics, 64(4):553-560.
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.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 03 Faculty of Economics > Department of Economics |
| Dewey Decimal Classification: | 330 Economics |
| Scopus Subject Areas: | Physical Sciences > Statistics and Probability
Social Sciences & Humanities > Social Sciences (miscellaneous) Social Sciences & Humanities > Economics and Econometrics Social Sciences & Humanities > Statistics, Probability and Uncertainty |
| Language: | English |
| Date: | 2000 |
| Deposited On: | 11 Feb 2008 12:21 |
| Last Modified: | 01 Dec 2023 02:40 |
| Publisher: | Wiley-Blackwell |
| ISSN: | 0305-9049 |
| Additional Information: | The definitive version is available at www.blackwell-synergy.com. |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1111/1468-0084.00188 |
Winkelmann, Rainer