Seemingly Unrelated Negative Binomial Regression

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2000
Volume: 62
Issue: 4
Pages: 553-560

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:bla:obuest:v:62:y:2000:i:4:p:553-560
Journal Field
General
Author Count
1
Added to Database
2026-01-29