Seemingly unrelated negative binomial regression

Authors
Citation
R. Winkelmann, Seemingly unrelated negative binomial regression, OX B ECON S, 62(4), 2000, pp. 553
Citations number
16
Categorie Soggetti
Economics
Journal title
OXFORD BULLETIN OF ECONOMICS AND STATISTICS
ISSN journal
03059049 → ACNP
Volume
62
Issue
4
Year of publication
2000
Database
ISI
SICI code
0305-9049(200009)62:4<553:SUNBR>2.0.ZU;2-3
Abstract
This paper discusses the specification and estimation of seemingly unrelate d multivariate count data models. A new model with negative binomial margin als is proposed. In contrast to a previous model based on the multivariate Poisson distribution, the new model allows for over-dispersion, a phenomeno n that is frequently encountered in economic count data. Semi-parametric es timation is possible if some of the assumption of the fully specified model are violated.