ORIGINAL RESEARCH article
Front. Appl. Math. Stat.
Sec. Statistics and Probability
Volume 11 - 2025 | doi: 10.3389/fams.2025.1638596
New Robust Estimators for the Fixed Effects Negative Binomial Model: A Simulation and Real World Applications to European Panel Data
Provisionally accepted- 1Cairo University, Giza, Egypt
- 2Faculty of Commerce, Arish University, North Sinai, Egypt
- 3Imam Muhammad Ibn Saud Islamic University, Riyadh, Saudi Arabia
- 4Port Said University, Port Said, Egypt
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This paper introduces a more flexible approach by employing the fixed effects negative binomial model to address challenges associated with outliers and dispersion.Unlike previous studies that focused on the robust estimation of the Poisson model with fixed effects, which assumes equidispersion and cannot handle dispersion in count panel data, we develop novel estimators specifically designed for the fixed effects negative binomial panel regression model in the presence of outliers, under-dispersion, and over-dispersion.The methodology is assessed through comprehensive simulation experiments across different scenarios. A comprehensive empirical analysis is conducted using updated and extended panel datasets on COVID-19 and patent applications in Europe.The results of both Monte Carlo simulation and the empirical studies indicate that the robust estimators: the robust fixed negative binomial Huber, fixed negative binomial Hampel, and fixed negative binomial Tukey estimators outperform the classical non-robust fixed negative binomial estimator.
Keywords: Robust estimation, outliers, dispersion, Count panel data, Fixed effects negative binomial model, Future Economics, Conditional maximum likelihood, M estimation
Received: 31 May 2025; Accepted: 04 Aug 2025.
Copyright: © 2025 Abonazel, Ahmed, Ebrahim and El-Masry. This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) or licensor are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.
* Correspondence: Mohamed R. Abonazel, Cairo University, Giza, Egypt
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