A bivariate Poisson count data model using conditional probabilities

被引:53
作者
Berkhout, P
Plug, E
机构
[1] Univ Amsterdam, SEO Amsterdam Econ, NL-1018 WB Amsterdam, Netherlands
[2] Univ Amsterdam, Dept Econ, Tinbergen Inst, NL-1018 WB Amsterdam, Netherlands
[3] IZA, NL-1018 WB Amsterdam, Netherlands
关键词
correlated count data; conditional modelling; bivariate Poisson distributions;
D O I
10.1111/j.1467-9574.2004.00126.x
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The applied econometrics of bivariate count data predominantly focus on a bivariate Poisson density with a correlation structure that is very restrictive. The main limitation is that this bivariate distribution excludes zero and negative correlation. This paper introduces a new model which allows for a more flexible correlation structure. To this end the joint density is decomposed by means of the multiplication rule in marginal and conditional densities. Simulation experiments and an application of the model to recreational data are presented.
引用
收藏
页码:349 / 364
页数:16
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