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Negative Binomial Regression

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Negative Binomial Regression

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05 Mar 2013 (Updated )

NB2 Negative-Binomial regression.

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Description

Performs Negative-Binomial regression. Regression coefficients are updated using IRLS, and the dispersion parameter is estimated via Chi^2 dampening.

See

Hardin, J.W. and Hilbe, J.M. Generalized Linear Models and Extensions. 3rd Ed. p. 251-254.

for more information.

Required Products Statistics and Machine Learning Toolbox
MATLAB release MATLAB 8.0 (R2012b)
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Updates
22 May 2013 1.2

May 22, 2013. Changed routine to estimate dispersion parameter using maximum likelihood. The entire Negative Binomial regression routine is now optimized via maximum likelihood.

22 May 2013 1.4

Updated file uploaded

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