A new approach for modeling economic count data
暂无分享,去创建一个
Abstract A new parametric model for the econometric analysis of non-negative integers is proposed. Its distinguishing feature is that it allows for more flexible variance-mean relationships than the models used hitherto. Estimation with maximum likelihood is illustrated using a dataset on ship damage incidents.
[1] C. Gourieroux,et al. Pseudo Maximum Likelihood Methods: Applications to Poisson Models , 1984 .
[2] J. Lawless. Negative binomial and mixed Poisson regression , 1987 .
[3] G. King,et al. Variance Specification in Event Count Models: From Restrictive Assumptions to a Generalized Estimator , 1989 .
[4] P. McCullagh,et al. Generalized Linear Models , 1992 .
[5] John A. Nelder,et al. Generalized linear models. 2nd ed. , 1993 .