泊松与负二项回归估计量的相对表现

The Relative Performance of Poisson and Negative Binomial Regression Estimators

Oxford Bulletin of Economics and Statistics · 2014
被引 44
人大 AABS 3

中文导读

通过抽样实验比较负二项和泊松估计量在有限样本下的表现,发现除非对过度离散形式有明确假设,否则负二项估计量并无明显优势。

Abstract

Abstract Negative binomial estimators are commonly used in estimating models with count‐data dependent variables. In this paper, sampling experiments are used to evaluate the performance of these estimators relative to the simpler Poisson estimator in finite‐sample situations. The results do not suggest a clear preference for negative binomial estimators in situations in which the underlying dependent variables are overdispersed, unless the researcher is comfortable in assumptions about the precise form of the overdispersion.

泊松回归负二项回归过度离散有限样本表现