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Titolo:
Seemingly unrelated negative binomial regression
Autore:
Winkelmann, R;
Indirizzi:
IZA Bonn, Bonn, Germany IZA Bonn Bonn GermanyIZA Bonn, Bonn, Germany CEPR London, London, England CEPR London London EnglandCEPR London, London, England
Titolo Testata:
OXFORD BULLETIN OF ECONOMICS AND STATISTICS
fascicolo: 4, volume: 62, anno: 2000,
pagine: 553 -
SICI:
0305-9049(200009)62:4<553:SUNBR>2.0.ZU;2-3
Fonte:
ISI
Lingua:
ENG
Soggetto:
MAXIMUM-LIKELIHOOD METHODS; MODELS;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
Social & Behavioral Sciences
Citazioni:
16
Recensione:
Indirizzi per estratti:
Indirizzo: Winkelmann, R IZA Bonn, Bonn, Germany IZA Bonn Bonn GermanyIZA Bonn, Bonn, Germany
Citazione:
R. Winkelmann, "Seemingly unrelated negative binomial regression", OX B ECON S, 62(4), 2000, pp. 553

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 multivariatePoisson 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.

ASDD Area Sistemi Dipartimentali e Documentali, Università di Bologna, Catalogo delle riviste ed altri periodici
Documento generato il 10/07/20 alle ore 01:57:33