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Negative Binomial Regression

version 1.4 (3.88 KB) by

NB2 Negative-Binomial regression.

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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.

Comments and Ratings (2)

Liutong

Updates

1.4

Updated file uploaded

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.

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