Bivariate Zero-Inflated Negative Binomial Regression Model with Heterogeneous Dispersions

- Journal title : Communications for Statistical Applications and Methods
- Volume 18, Issue 5, 2011, pp.571-579
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2011.18.5.571

Title & Authors

Bivariate Zero-Inflated Negative Binomial Regression Model with Heterogeneous Dispersions

Kim, Dong-Seok; Jeong, Seul-Gi; Lee, Dong-Hee;

Kim, Dong-Seok; Jeong, Seul-Gi; Lee, Dong-Hee;

Abstract

We propose a new bivariate zero-inflated negative binomial regression model to allow heterogeneous dispersions. To show the performance of our proposed model, Health Care data in Deb and Trivedi (1997) are used to compare it with the other bivariate zero-inflated negative binomial model proposed by Wang (2003) that has a common dispersion between the two response variables. This empirical study shows better results from the views of log-likelihood and AIC.

Keywords

Bivariate negative binomial distribution;heterogeneous dispersion;overdispersion;zero-inflation;

Language

Korean

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