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http://dx.doi.org/10.5351/CKSS.2011.18.5.571

Bivariate Zero-Inflated Negative Binomial Regression Model with Heterogeneous Dispersions  

Kim, Dong-Seok (Department of Mathematics, Kyonggi University)
Jeong, Seul-Gi (Department of Mathematics, Kyonggi University)
Lee, Dong-Hee (Department of Business Administration, Kyonggi University)
Publication Information
Communications for Statistical Applications and Methods / v.18, no.5, 2011 , pp. 571-579 More about this Journal
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;
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