A zero-inflated negative binomial regression model with hidden Markov chain

被引：8
|
作者：
Wang, Peiming [1 ]
Alba, Joseph D. [1 ]
机构：
[1] Nanyang Technol Univ, Nanyang Business Sch, Singapore 639798, Singapore
来源：
ECONOMICS LETTERS | 2006年 / 92卷 / 02期
关键词：
negative binomial distribution; panel count data with excess zeros; serial dependence; Markov chain; foreign direct investment (FDT);
D O I：
10.1016/j.econlet.2006.02.009
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper proposes a zero-inflated negative binomial regression model with hidden Markov chain for panel count data with excess zeros, and provides an estimation method using the EM and quasi-Newton algorithms. An application to the analysis of FDI is given. (c) 2006 Elsevier B.V All rights reserved.
引用
收藏
页码：209 / 213
页数：5
相关论文
共 50 条
  • [1] Bivariate zero-inflated negative binomial regression model with applications
    Faroughi, Pouya
    Ismail, Noriszura
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2017, 87 (03) : 457 - 477
  • [2] A score test for testing a zero-inflated Poisson regression model against zero-inflated negative binomial alternatives
    Ridout, M
    Hinde, J
    Demétrio, CGB
    BIOMETRICS, 2001, 57 (01) : 219 - 223
  • [3] A new Stein estimator for the zero-inflated negative binomial regression model
    Akram, Muhammad Nauman
    Abonazel, Mohamed R.
    Amin, Muhammad
    Kibria, B. M. Golam
    Afzal, Nimra
    CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE, 2022, 34 (19):
  • [4] A Score Test for Testing a Marginalized Zero-Inflated Poisson Regression Model Against a Marginalized Zero-Inflated Negative Binomial Regression Model
    Gul Inan
    John Preisser
    Kalyan Das
    Journal of Agricultural, Biological and Environmental Statistics, 2018, 23 : 113 - 128
  • [5] Improved shrinkage estimators in zero-inflated negative binomial regression model
    Zandi, Zahra
    Bevrani, Hossein
    Belaghi, Reza Arabi
    HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2021, 50 (06): : 1855 - 1876
  • [6] A Score Test for Testing a Marginalized Zero-Inflated Poisson Regression Model Against a Marginalized Zero-Inflated Negative Binomial Regression Model
    Inan, Gul
    Preisser, John
    Das, Kalyan
    JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS, 2018, 23 (01) : 113 - 128
  • [7] A constrained marginal zero-inflated binomial regression model
    Ali, Essoham
    Diop, Aliou
    Dupuy, Jean-Francois
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (18) : 6396 - 6422
  • [8] An alternative bivariate zero-inflated negative binomial regression model using a copula
    So, Sunha
    Lee, Dong-Hee
    Jung, Byoung Cheol
    ECONOMICS LETTERS, 2011, 113 (02) : 183 - 185
  • [9] Modeling shark bycatch: The zero-inflated negative binomial regression model with smoothing
    Minami, M.
    Lennert-Cody, C. E.
    Gao, W.
    Roman-Verdesoto, M.
    FISHERIES RESEARCH, 2007, 84 (02) : 210 - 221
  • [10] Early warning and predicting of COVID-19 using zero-inflated negative binomial regression model and negative binomial regression model
    Zhou, Wanwan
    Huang, Daizheng
    Liang, Qiuyu
    Huang, Tengda
    Wang, Xiaomin
    Pei, Hengyan
    Chen, Shiwen
    Liu, Lu
    Wei, Yuxia
    Qin, Litai
    Xie, Yihong
    BMC INFECTIOUS DISEASES, 2024, 24 (01)
12345