English, Article edition: GIVGAUSS2: Stata module to estimate generalized two-parameter inverse Gaussian regression Joseph Hilbe

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Bookmark: http://trove.nla.gov.au/version/174706
Physical Description
  • code
Language
  • English

Edition details

Title
  • GIVGAUSS2: Stata module to estimate generalized two-parameter inverse Gaussian regression
Author
  • Joseph Hilbe
Physical Description
  • code
Notes
  • givgauss2 fits a maximum-likelihood generalized 2-parameter log-inverse Gaussian regression model of depvar on indepvars, where depvar is a non-negative count variable. The program may be used to model under-dispersed Poisson count data. Under-dispersion is indicated if the scale parameter, phi, is greater than 1; values under 1 indicate over-dispersion. Other methods are available for modeling overdispersed Poisson data, including the negative binomial, but few methods are commonly available to deal with under-dispersion. givgauss2 can also be used with models having a positive continuous response.
  • Gaussian regression, maximum likelihood, count data, Poisson
  • RePEc:boc:bocode:s456422
Language
  • English
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