# [R] generalized negative binomial

From: Erin M Simpson <esimpson_at_fas.harvard.edu>
Date: Sun 13 Mar 2005 - 10:25:19 EST

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@fas.harvard.edu
http://people.fas.harvard.edu/~esimpson

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