Tests for independence in a bivariate negative binomial model

Journal of the Korean Statistical Society

Volumn 38, Issue 2, 2009, Pages 185-190

  Cheon, Sooyoung ^a   Song, Seuck Heun ^a   Jung, Byoung Cheol ^b  

^a Korea University   (South Korea)

^b University of Seoul   (South Korea)

Author keywords

62F03; 62J02; Bivariate negative binomial regression model; LR test; primary; Score test; secondary

Indexed keywords

EID: 63149099203     PISSN: 12263192     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jkss.2008.11.004     Document Type: Article

References (19)

1. Cameron A.C., and Trivedi P.K. Regression analysis of count data (1998), Cambridge University Press, Cambridge
2. Cameron A.C., Trivedi P.K., Milne F., and Piggott J. A microeconometric model of the demand for health care and health insurance in Australia. Review of Economic Studies 55 (1988) 85-106
3. Cox D.R. Some remarks on overdispersion. Biometrika 70 (1983) 269-274
4. Dean C., and Lawless F. Tests for detecting overdispersion in Poisson regression models. Journal of the American Statistical Association 84 (1989) 467-472
5. Grogger J., and Carson R. Models for truncated counts. Journal of Applied Econometrics 6 (1991) 225-238
6. Gurmu S. Tests for detecting overdispersion in the positive Poisson regression model. Journal of Business and Economic Statistics 9 (1991) 215-222
7. Gurmu S., and Elder J. Generalized bivariate count data regression models. Economics Letters 68 (2000) 31-36
8. Holgate P. Estimation for the bivariate Poisson distribution. Biometrika 51 (1964) 241-245
9. Jung B.C., Jhun M., and Song S.H. Testing for overdispersion in a censored Poisson regression model. Statistics 40 (2006) 533-544
10. Johnson N.L., Kotz S., and Balakrishnan N. Discrete multivariate distributions (1997), John Wiley & Sons, New York
11. Kocherlakota S., and Kocherlakota K. Bivariate discrete distributions (1992), Marcel Dekker, New York
12. Lee L.F. Specification test for Poisson regression models. International Economic Review 27 (1986) 689-706
13. Marshall A.W., and Olkin I. Multivariate distributions generated from mixtures of convolution and product families. In: Block H.W., Sampson A.R., and Savits T.H. (Eds). Topics in statistical dependence. IMS Lecture notes - monograph series Vol. 16 (1990) 372-393
14. Munkin M.K., and Trivedi P.K. Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application. Econometrics Journal 2 (1999) 29-48
15. Paul S.R., Liang K.Y., and Self S.G. On testing departure from the binomial and multinomial assumptions. Biometrics 45 (1989) 231-236
16. Ridout M., Hinde J., and Demétrio C.G.B. A score test for testing a zero-inflated Poisson regression model against zero-inflated negative binomial alternatives. Biometrics 57 (2001) 219-223
17. Subrahmaniam K., and Subrahmaniam K. On the estimation of the parameters in the bivariate negative binomial distribution. Journal of the Royal Statistical Society B 35 (1973) 131-146
18. Verbeke G., and Molenberghs G. The use of score tests for inference on variance components. Biometrics 59 (2003) 254-262
19. Wang P. A bivariate zero-inflated negative binomial regression model for count data with excess zeros. Economics Letters 78 (2003) 373-378