Dispersion Parameter Estimation in the Negative Binomial Regression Model with Covariates

Authors

  • Kongkeo Xaychalern1
  • Huang Jiewu

Keywords:

Negative binomial regression model, dispersion parameter, maximum likelihood estimation, bootstrap maximum likelihood estimation, absolute bias

Abstract

This paper extends the maximum likelihood and bootstrap maximum likelihood methods for dispersion parameter estimation in the negative binomial regression model with covariates. By a Monte Carlo simulation study and a real data analysis, the superiority of the proposed estimators is compared. Furthermore, the influence of covariates and sample size on the estimators of the dispersion parameter is found.

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Published

2018-07-01

How to Cite

Xaychalern1, K., & Jiewu, H. (2018). Dispersion Parameter Estimation in the Negative Binomial Regression Model with Covariates. Souphanouvong University Journal Multidisciplinary Research and Development, 4(1), 58–65. Retrieved from http://www.su-journal.com/index.php/su/article/view/47

Issue

Vol. 4 No. 1 (2018): Multidisciplinary Research and Development 2018

Section

Articles