Title: Semi-Parametric Models for Negative Binomial Panel Data
Author(s): Brajendra C. Sutradhar, Vandna Jowaheer and R. Prabhakar Rao
Pages: 269 -- 303
This paper considers a semi-parametric model for longitudinal negative binomial counts under the assumption that the repeated count responses follow an ARMA type non-stationary correlation structure. A step-by-step estimation approach is developed which provides consistent estimators for the non-parametric function, the auto-correlation structure and overdispersion parameter involved in the marginal negative binomial model, subsequently yielding a consistent estimator for the main regression parameter. Proofs for the consistency properties of the estimators are given. Also the convergence rates for the estimators of the non-parametric function as well as main parameters of the model are derived.