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st: likelihood for censored negative binomial


From   giovanni russo <giovanni.russo@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: likelihood for censored negative binomial
Date   Wed, 16 Feb 2011 10:09:57 +0000 (GMT)

Dear Lister,

I am running a model on the number of applicantions recevied by frims with open vacancies.

I use a NB2 model with censoring when more than 20 applications have been received.

I use the Likelihood as in Hilbe (2007) formula 9.14 on page 187.

There, the contributions to the LL of right censored observations is the (log) of the three parameters incomplete beta distribution. I understand that this is the cumulative function of the negative binomial.

What I don't understand is why the second parameter (the shape) of the incomplete Beta depends on the number of observations in the data.

I have searched the net and scientific publications but to no avial

Can anyone help me with an intuition or relevant references?

Let me thank you in advance for your help

Giovanni


Hilbe (2007) Negative Binomial regression, Cambridge University Press



      

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