COMPoissonReg (version 0.3.5)

CMPStdErrors: Standard Errors Associated With COM-Poisson Estimates

Description

This program computes the standard errors associated with the COM-Poisson estimates for the regression and dispersion parameters.

Usage

CMPStdErrors(x, beta, nu, max = 100)

Arguments

x

matrix of size nxp

beta

Vector estimate determined via the COM-Poisson regression

nu

Dispersion estimate determined via the COM-Poisson regression

max

maximum number to use for truncating infinite sums

Value

Standard errors.

Details

CMPStdErrors computes the standard errors associated with the COM-Poisson estimates.

References

A Flexible Regression Model for Count Data, by Sellers & Shmueli, http://ssrn.com/abstract=1127359

See Also

CMP.MSE