[R] generalized negative binomial

Erin M Simpson esimpson at fas.harvard.edu
Sun Mar 13 00:25:19 CET 2005


I am looking for code that allows for a more flexible negative binomial
model (similar to Stata's "gnbreg").

In particular, I am looking to be able to model the ancillary
shape parameter in terms of a series of covariates.   So if,

	y[i] ~ poisson(mu[i])

	mu[i] = exp(x[i]beta + u[i])

	exp(u[i]) ~ Gamma(1/alpha, alpha)

I am looking to parameterize alpha as exp(z[i]gamma).

If you are familiar with a package that allows for this, I'd appreciate
the heads up.  Similar information that allows for first differences with
such a model is also appreciated.

Thanks.

Erin

---------------
Erin M Simpson
esimpson at fas.harvard.edu
http://people.fas.harvard.edu/~esimpson




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