Study on the Dispersion Parameter Estimation in the Negative Binomial Regression Model with Covariates
Abstract:This paper extends the maximum likelihood and bootstrap maximum likelihood methods for dispersion parameter estimation in the negative binomial regression model with covariates. By a Monte Carlo simulation study and a real data analysis, the superiority of the proposed estimators is compared. Furthermore, the influence of covariates and sample size on the estimators of the dispersion parameter is found.