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Tests for Equality of Dispersions in the Generalized Bivariate Negative Binomial Regression Model with Heterogeneous Dispersions
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 Title & Authors
Tests for Equality of Dispersions in the Generalized Bivariate Negative Binomial Regression Model with Heterogeneous Dispersions
Han, Sang-Moon; Jung, Byoung-Cheol;
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 Abstract
In this paper, we proposed a generalized bivariate negative binomial distribution allowing heterogeneous dispersions on two dependent variables based on a trivariate reduction technique. In this model, we propose the score and LR tests for testing the equality of dispersions and compare the efficiencies of the proposed tests using a Monte Carlo study. The Monte Carlo study shows that the proposed score and LR tests prove to be an efficient test for the equality of dispersions in the view of the significance level and power. However, the score test is easier to compute than the LR test and it shows a slightly better performance than the LR test from the Monte Carlo study, we suggest the use of score tests for testing the equality of dispersions on two dependent variables. In addition, an empirical example is provided to illustrate the results.
 Keywords
Bivariate negative binomial distribution;overdispersion;score test;LR test;
 Language
Korean
 Cited by
 References
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