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
[EMAIL PROTECTED]
http://people.fas.harvard.edu/~esimpson
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
