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초록
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.
키워드
Bivariate Poisson; bivariate negative binomial; Overdispersion; Score test; POISSON REGRESSION-MODEL; DETECTING OVERDISPERSION; INDEPENDENCE
- 제목
- Score tests for overdispersion in the bivariate negative binomial models
- 저자
- Jung, Byoung Cheol; Jhun, Myoungshic; Han, Sang Moon
- 발행일
- 2009
- 유형
- Article
- 권
- 79
- 호
- 1
- 페이지
- 11 ~ 24