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Can someone suggest some literature review paper or any literature regarding Negative Binomial Regression with Shrinkage priors particularly P>N case? P: no. of variables, N: no. of observations in a dataset. Most of the work I get is for N>P case.

AB9
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  • [Here](https://stats.stackexchange.com/questions/101031/how-does-glmnet-handle-overdispersion) it says overdispersion doesn't matter, so just use Poisson regression. Any reason why you need NB regression? – Tim Mak Mar 18 '20 at 03:48
  • Thanks. I am working with various bayesian shrinkage priors for negbin regression, and trying to create simulation scenarios that can identify the important variables by credible intervals, particularly p>n case. So looking for literature review. – AB9 Mar 18 '20 at 04:35

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