An alternative bivariate zero-inflated negative binomial regression model using a copula

Sunha So; Dong Hee Lee; Byoung Cheol Jung

doi:10.1016/j.econlet.2011.07.017

An alternative bivariate zero-inflated negative binomial regression model using a copula

Sunha So, Dong Hee Lee, Byoung Cheol Jung

Department of Statistics

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

We propose an alternative bivariate zero-inflated negative binomial (BZINB) regression model based on a copula. The empirical result shows that the proposed model performs better than the existing BZINB models in terms of the maximum log-likelihood and the AIC.

Original language	English
Pages (from-to)	183-185
Number of pages	3
Journal	Economics Letters
Volume	113
Issue number	2
DOIs	https://doi.org/10.1016/j.econlet.2011.07.017
State	Published - Nov 2011

Keywords

Bivariate negative binomial
Copula
Heterogeneous dispersion
Negative correlation
Zero inflation

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10.1016/j.econlet.2011.07.017

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title = "An alternative bivariate zero-inflated negative binomial regression model using a copula",

abstract = "We propose an alternative bivariate zero-inflated negative binomial (BZINB) regression model based on a copula. The empirical result shows that the proposed model performs better than the existing BZINB models in terms of the maximum log-likelihood and the AIC.",

keywords = "Bivariate negative binomial, Copula, Heterogeneous dispersion, Negative correlation, Zero inflation",

author = "Sunha So and Lee, \{Dong Hee\} and Jung, \{Byoung Cheol\}",

year = "2011",

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doi = "10.1016/j.econlet.2011.07.017",

language = "English",

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AU - So, Sunha

AU - Lee, Dong Hee

AU - Jung, Byoung Cheol

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N2 - We propose an alternative bivariate zero-inflated negative binomial (BZINB) regression model based on a copula. The empirical result shows that the proposed model performs better than the existing BZINB models in terms of the maximum log-likelihood and the AIC.

AB - We propose an alternative bivariate zero-inflated negative binomial (BZINB) regression model based on a copula. The empirical result shows that the proposed model performs better than the existing BZINB models in terms of the maximum log-likelihood and the AIC.

KW - Bivariate negative binomial

KW - Copula

KW - Heterogeneous dispersion

KW - Negative correlation

KW - Zero inflation

UR - https://www.scopus.com/pages/publications/84860421485

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DO - 10.1016/j.econlet.2011.07.017

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SN - 0165-1765

VL - 113

SP - 183

EP - 185

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

An alternative bivariate zero-inflated negative binomial regression model using a copula

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Keywords

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