search for: gnbreg

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...

Hello; Does anybody knows that R have a function for Generelized Negative Binomial model, something like "gnbreg" in "STATA" where dispersion parameter itself is a function of covaraites ? Thanks; [[alternative HTML version deleted]]