Seemingly Unrelated Negative Binomial Regression

• Autores: Rainer Winkelmann
• Localización: Oxford bulletin of economics and statistics, ISSN 0305-9049, Vol. 62, Nº. 4, 2000, págs. 553-560
• Idioma: inglés
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• Resumen

  • 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.