Seemingly Unrelated Negative Binomial Regression
提出一种新的多元计数数据模型，其边际分布为负二项分布，允许过度分散，并讨论了半参数估计方法，适用于经济计数数据分析。
This paper discusses the specification and estimation of seemingly unrelated multivariate count data models. A new model with negative binomial marginals is proposed. In contrast to a previous model based on the multivariate Poisson distribution, the new model allows for over‐dispersion, a phenomenon that is frequently encountered in economic count data. Semi‐parametric estimation is possible if some of the assumption of the fully specified model are violated.