Score tests for overdispersion in the bivariate negative binomial models

Byoung Cheol Jung; Myoungshic Jhun; Sang Moon Han

doi:10.1080/00949650701550606

Score tests for overdispersion in the bivariate negative binomial models

Byoung Cheol Jung, Myoungshic Jhun, Sang Moon Han

Department of Statistics

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

4 Scopus citations

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.

Original language	English
Pages (from-to)	11-24
Number of pages	14
Journal	Journal of Statistical Computation and Simulation
Volume	79
Issue number	1
DOIs	https://doi.org/10.1080/00949650701550606
State	Published - Jan 2009

Keywords

Bivariate Poisson
Bivariate negative binomial
Overdispersion
Score test

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10.1080/00949650701550606

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title = "Score tests for overdispersion in the bivariate negative binomial models",

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.",

keywords = "Bivariate Poisson, Bivariate negative binomial, Overdispersion, Score test",

author = "Jung, {Byoung Cheol} and Myoungshic Jhun and Han, {Sang Moon}",

year = "2009",

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KW - Overdispersion

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Score tests for overdispersion in the bivariate negative binomial models

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Keywords

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