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Score tests for overdispersion in the bivariate negative binomial models

Authors
Jung, Byoung CheolJhun, MyoungshicHan, Sang Moon
Issue Date
2009
Publisher
TAYLOR & FRANCIS LTD
Keywords
Bivariate Poisson; bivariate negative binomial; Overdispersion; Score test
Citation
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v.79, no.1, pp.11 - 24
Indexed
SCIE
SCOPUS
Journal Title
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
Volume
79
Number
1
Start Page
11
End Page
24
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/122179
DOI
10.1080/00949650701550606
ISSN
0094-9655
Abstract
In this paper, we derive the score test statistic for testing overdispersion and covariance parameter in the bivariate negative binomial (BNB) models. The testing procedures are extended to the BNB regression models. Two empirical examples with and without covariates are provided to illustrate the results.
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