Displaying 1 result from an estimated 1 matches for "nbvcovm".
2007 Nov 06
0
Discrepancy of Neg. Binomial Estimation in R
...2_e)-(phi_e/(
sig2_e-1))*log(sig2_e))
}
# Ng. Binomial regression
b = solve(t(x)%*%x,(t(x)%*%y))
b = matrix(c(b,var(y)/mean(y)),nrow=3) # set initial value for means and
variance
nb.res = optim(b,like.nb, y=y, x=x, method="BFGS",
control=list(fnscale=-1), hessian=T)
nbcoef=nb.res$par
nbvcovm=solve(-nb.res$hessian)
# Alternative glm function
library(MASS)
summary(glm.nb(y~z))
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Thanks a lot in advance for your help.
Best,
Xiaobo