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An alternative bivariate zero-inflated negative binomial regression model using a copula

Author

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  • So, Sunha
  • Lee, Dong-Hee
  • Jung, Byoung Cheol

Abstract

We propose an alternative bivariate zero-inflated negative binomial (BZINB) regression model based on a copula. The empirical result shows that the proposed model performs better than the existing BZINB models in terms of the maximum log-likelihood and the AIC.

Suggested Citation

  • So, Sunha & Lee, Dong-Hee & Jung, Byoung Cheol, 2011. "An alternative bivariate zero-inflated negative binomial regression model using a copula," Economics Letters, Elsevier, vol. 113(2), pages 183-185.
  • Handle: RePEc:eee:ecolet:v:113:y:2011:i:2:p:183-185
    DOI: 10.1016/j.econlet.2011.07.017
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    References listed on IDEAS

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    1. Shiferaw Gurmu & John Elder, 2007. "A simple bivariate count data regression model," Economics Bulletin, AccessEcon, vol. 3(11), pages 1-10.
    2. Ian McHale & Phil Scarf, 2007. "Modelling soccer matches using bivariate discrete distributions with general dependence structure," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 61(4), pages 432-445.
    3. repec:ebl:ecbull:v:3:y:2007:i:11:p:1-10 is not listed on IDEAS
    4. Gurmu, Shiferaw & Elder, John, 2008. "A bivariate zero-inflated count data regression model with unrestricted correlation," Economics Letters, Elsevier, vol. 100(2), pages 245-248, August.
    5. Wang, Peiming, 2003. "A bivariate zero-inflated negative binomial regression model for count data with excess zeros," Economics Letters, Elsevier, vol. 78(3), pages 373-378, March.
    6. A. Colin Cameron & Tong Li & Pravin K. Trivedi & David M. Zimmer, 2004. "Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 566-584, December.
    7. Deb, Partha & Trivedi, Pravin K, 1997. "Demand for Medical Care by the Elderly: A Finite Mixture Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 313-336, May-June.
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    More about this item

    Keywords

    Bivariate negative binomial; Copula; Heterogeneous dispersion; Negative correlation; Zero inflation;

    JEL classification:

    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
    • C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

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