On the bivariate negative binomial regression model

Felix Famoye

Journal of Applied Statistics, 2010, vol. 37, issue 6, 969-981

Abstract: In this paper, a new bivariate negative binomial regression (BNBR) model allowing any type of correlation is defined and studied. The marginal means of the bivariate model are functions of the explanatory variables. The parameters of the bivariate regression model are estimated by using the maximum likelihood method. Some test statistics including goodness-of-fit are discussed. Two numerical data sets are used to illustrate the techniques. The BNBR model tends to perform better than the bivariate Poisson regression model, but compares well with the bivariate Poisson log-normal regression model.

Keywords: correlated count data; over-dispersion; goodness-of-fit; estimation (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (15)

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DOI: 10.1080/02664760902984618

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