Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/121084
題名: | Robust diagnostics for the negative binomial regression model | 作者: | 鄭宗記 Cheng, Tsung-Chi |
貢獻者: | 統計學系 | 日期: | Jun-2017 | 上傳時間: | 26-Nov-2018 | 摘要: | Modeling count variables is a common task in econometrics, social and medical sciences. The negative binomial (NB) regression model is one of the popular approaches to the fitting of overdispersed count data. However, outliers may have some effects on the maximum likelihood estimates of the regression coefficients for NB regression model. We apply the maximum trimming likelihood estimation to deal with outlier problem for the count regression model. Real data examples are used to illustrate the performance of the proposed approach. | 關聯: | The 1st International Conference on Econometrics and Statistics (HKUST), Hong Kong University of Science and Technology (HKUST) Business School EcoSta 2017, Parallel Session F, Friday 16.06.2017 08:30 - 09:50, EC282 Room LSK1009 CONTRIBUTIONS IN COMPUTATIONAL AND NUMERICAL METHODS |
資料類型: | conference |
Appears in Collections: | 會議論文 |
Files in This Item:
File | Description | Size | Format | |
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BoA_EcoSta2017.pdf | 2.84 MB | Adobe PDF2 | View/Open |
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