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The fixed effects negative binomial model revisited

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  • Guimarães, Paulo

Abstract

In this paper I show that the conditional fixed effects negative binomial model for count panel data does not control for individual fixed effects unless a very specific set of assumptions are met. I also propose a score test to verify whether these assumptions are met.

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  • Guimarães, Paulo, 2008. "The fixed effects negative binomial model revisited," Economics Letters, Elsevier, vol. 99(1), pages 63-66, April.
    • Handle: RePEc:eee:ecolet:v:99:y:2008:i:1:p:63-66
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    1. Hausman, Jerry & Hall, Bronwyn H & Griliches, Zvi, 1984. "Econometric Models for Count Data with an Application to the Patents-R&D Relationship," Econometrica, Econometric Society, vol. 52(4), pages 909-938, July.
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