IDEAS home Printed from https://ideas.repec.org/a/eee/econom/v195y2016i2p209-210.html
   My bibliography  Save this article

Variance of the truncated negative binomial distribution

Author

Listed:
  • Shonkwiler, J.S.

Abstract

Citations to formulas for the moments of the truncated negative binomial distribution usually reference the paper by Gurmu and Trivedi (1992). However their second moments of the truncated negative binomial are incorrect. We derive the correct second moments for both the left and right truncated negative binomial distribution. The second moments of the truncated distributions are written in a form that shows they will converge to the second moment of the un-truncated distribution when the truncated first moment approaches the un-truncated first moment.

Suggested Citation

  • Shonkwiler, J.S., 2016. "Variance of the truncated negative binomial distribution," Journal of Econometrics, Elsevier, vol. 195(2), pages 209-210.
    • Handle: RePEc:eee:econom:v:195:y:2016:i:2:p:209-210
    DOI: 10.1016/j.jeconom.2016.09.002
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304407616301610
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.jeconom.2016.09.002?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Cameron,A. Colin & Trivedi,Pravin K., 2013. "Regression Analysis of Count Data," Cambridge Books, Cambridge University Press, number 9781107667273.
    2. Gurmu, Shiferaw & Trivedi, Pravin K., 1992. "Overdispersion tests for truncated Poisson regression models," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 347-370.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kajal Dihidar & Manjima Bhattacharya, 2017. "Estimating Sensitive Population Proportion Using A Combination Of Binomial And Hypergeometric Randomized Responses By Direct And Inverse Mechanism," Statistics in Transition New Series, Polish Statistical Association, vol. 18(2), pages 193-210, June.
    2. Dihidar Kajal & Bhattacharya Manjima, 2017. "Estimating Sensitive Population Proportion Using a Combination of Binomial and Hypergeometric Randomized Responses by Direct and Inverse Mechanism," Statistics in Transition New Series, Polish Statistical Association, vol. 18(2), pages 193-210, June.
    3. Leonardo Egidi & Ioannis Ntzoufras, 2020. "A Bayesian quest for finding a unified model for predicting volleyball games," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(5), pages 1307-1336, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Li, Xun-Jian & Sun, Yuan & Tian, Guo-Liang & Liang, Jiajuan & Shi, Jianhua, 2023. "Mean regression model for the zero-truncated Poisson distribution and its generalization," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
    2. Luiz Paulo Fávero & Joseph F. Hair & Rafael de Freitas Souza & Matheus Albergaria & Talles V. Brugni, 2021. "Zero-Inflated Generalized Linear Mixed Models: A Better Way to Understand Data Relationships," Mathematics, MDPI, vol. 9(10), pages 1-28, May.
    3. Bilgic, Abdulbaki & Florkowski, Wojciech J., 2003. "Truncated-At-Zero Count Data Models With Partial Observability: An Application To The Freshwater Fishing Demand In The Southeastern U.S," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35185, Southern Agricultural Economics Association.
    4. Riccardo (Jack) Lucchetti & Luca Pedini, 2020. "ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models," Working Papers 2020:28, Department of Economics, University of Venice "Ca' Foscari".
    5. Landry, Craig E. & Shonkwiler, J. Scott & Whitehead, John C., 2020. "Economic Values of Coastal Erosion Management: Joint Estimation of Use and Existence Values with recreation demand and contingent valuation data," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).
    6. Ghosh, Prasenjit & Rong, Jian & Khanna, Madhu & Wang, Weiwei & Miao, Ruiqing, 2017. "Have They Gone with the Wind? Indirect Effects of Wind Turbines on Bird Abundance," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258100, Agricultural and Applied Economics Association.
    7. Michel Beine & Ilan Noy & Christopher Parsons, 2021. "Climate change, migration and voice," Climatic Change, Springer, vol. 167(1), pages 1-27, July.
    8. Christian Kleiber & Achim Zeileis, 2016. "Visualizing Count Data Regressions Using Rootograms," The American Statistician, Taylor & Francis Journals, vol. 70(3), pages 296-303, July.
    9. D M Zimmer, 2023. "The effect of food stamps on fibre intake," Economic Issues Journal Articles, Economic Issues, vol. 28(2), pages 71-86, September.
    10. Jasna Atanasijević & Miloš Božović, 2016. "Exchange Rate as a Determinant of Corporate Loan Defaults in a Euroized Economy: Evidence from Micro-Level Data," Eastern European Economics, Taylor & Francis Journals, vol. 54(3), pages 228-250, May.
    11. Syed Muhammad All-E-Raza Rizvi & Marie-Ange Véganzonès-Varoudakis, 2019. "Economic, social, and institutional determinants of domestic conflict in fragile States," Working Papers hal-02340977, HAL.
    12. Kyriakos Drivas & Constantine Iliopoulos, 2017. "An Empirical Investigation in the Relationship Between PDOs/PGIs and Trademarks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(2), pages 585-595, June.
    13. J. M. C. Santos Silva & Silvana Tenreyro, 2022. "The Log of Gravity at 15," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
    14. Vidhura Tennekoon, 2017. "Counting unreported abortions: A binomial-thinned zero-inflated Poisson model," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 36(2), pages 41-72.
    15. Breinlich, Holger & Novy, Dennis & Santos Silva, J. M. C., 2021. "Trade, gravity and aggregation," LSE Research Online Documents on Economics 113858, London School of Economics and Political Science, LSE Library.
    16. Rik L. Rozendaal & Herman R. J. Vollebergh, 2021. "Policy-Induced Innovation in Clean Technologies: Evidence from the Car Market," CESifo Working Paper Series 9422, CESifo.
    17. Oliver Westerwinter, 2021. "Transnational public-private governance initiatives in world politics: Introducing a new dataset," The Review of International Organizations, Springer, vol. 16(1), pages 137-174, January.
    18. Geoffroy Enjolras & Philippe Madiès, 2020. "The role of bank analysts and scores in the prediction of financial distress: Evidence from French farms," Economics Bulletin, AccessEcon, vol. 40(4), pages 2978-2993.
    19. Xu Wang & Xiaobo Zhang & Zhuan Xie & Huang Yiping, 2016. "Roads to Innovation: Firm-Level Evidence from China," Working Papers id:11121, eSocialSciences.
    20. Bono, Pierre-Henri & David, Quentin & Desbordes, Rodolphe & Py, Loriane, 2022. "Metro infrastructure and metropolitan attractiveness," Regional Science and Urban Economics, Elsevier, vol. 93(C).

    More about this item

    Keywords

    Negative binomial; Truncation; Incomplete beta function;
    All these keywords.

    JEL classification:

    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:195:y:2016:i:2:p:209-210. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.