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Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | Seemingly unrelated negative binomial regression |
| Organization Unit | |
| Authors |
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| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
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| Journal Title | Oxford Bulletin of Economics and Statistics |
| Publisher | Wiley-Blackwell |
| Geographical Reach | international |
| ISSN | 0305-9049 |
| Volume | 64 |
| Number | 4 |
| Page Range | 553 - 560 |
| Date | 2000 |
| Abstract Text | 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. |
| Digital Object Identifier | 10.1111/1468-0084.00188 |
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| Additional Information | The definitive version is available at www.blackwell-synergy.com. |