Consistency for the negative binomial regression with fixed covariate

DOI10.1007/S00184-019-00750-5MaRDI QIDQ2189754zbMATH OpenOpenAlexWikidataFDO

Authors Rafael Weißbach, Lucas Radloff

Publication date 16 June 2020

Published in Metrika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2003/37352

zbMATH Keywords

asymptotic normalityweak consistencynegative binomial regressionfixed covariatesNB1-parametrization

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Estimation in multivariate analysis (62H12)

Recommendations

• Consistency of \(\ell_1\) penalized negative binomial regressions
• Law of iterated logarithm and strong consistency for negative binomial regression model
• Consistency of Bayes estimators of a binary regression function
• scientific article; zbMATH DE number 2042788
• On the bivariate negative binomial regression model
• scientific article; zbMATH DE number 5259699
• Consistency of maximum likelihood estimators in general random effects models for binary data
• Consistent nonparametric multiple regression: the fixed design case

Cites work

• scientific article; zbMATH DE number 1495545 (Why is no real title available?)
• scientific article; zbMATH DE number 1890441 (Why is no real title available?)
• scientific article; zbMATH DE number 2121590 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A likelihood ratio test for stationarity of rating transitions
• A score-test on measurement errors in rating transition times
• Asymptotic properties of moment estimators for overdispersed counts and proportions
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Econometric specification of stochastic discount factor models
• Maximum likelihood estimation for left-censored survival times in an additive hazard model
• Measure and integration theory. Transl. from the German by Robert B. Burckel
• Negative Binomial Regression
• Note on the Consistency of the Maximum Likelihood Estimate
• The asymptotic properties of ML estimators when sampling from associated populations
• Univariate Discrete Distributions

Cited in

(7)

• Left-censored dementia incidences in estimating cohort effects
• Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
• Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood
• Truncating the exponential with a uniform distribution
• Law of iterated logarithm and strong consistency for negative binomial regression model
• Consistency of \(\ell_1\) penalized negative binomial regressions
• A powerful nonparametric test of the effect of dementia duration on mortality

Describes a project that uses

Uses Software

• COUNT

This page was built for publication: Consistency for the negative binomial regression with fixed covariate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2189754)