Regression analysis of count data:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2013
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Econometric Society monographs
53 |
| Schlagworte: | |
| Online-Zugang: | Cover image Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | XXVII, 566 S. graph. Darst. |
| ISBN: | 9781107014169 9781107667273 |
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Datensatz im Suchindex
| _version_ | 1804150320509485056 |
|---|---|
| adam_text | Titel: Regression analysis of count data
Autor: Cameron, Adrian Colin
Jahr: 2013
Contents
List of Figures page xv
List ofTables xvii
Preface xxi
Preface to the First Edition xxv
1 Introduction 1
1.1 Poisson Distribution and Its Characterizations 3
1.2 Poisson Regression 9
1.3 Examples 11
1.4 Overview of Major Issues 17
1.5 Bibliographie Notes 20
2 Model Specification and Estimation 21
2.1 Introduction 21
2.2 Example and Definitions 22
2.3 Likelihood-Based Models 24
2.4 Generalized Linear Models 29
2.5 Moment-Based Models 40
2.6 Testing 48
2.7 Robust Inference 58
2.8 Derivation of Results 61
2.9 Bibliographie Notes 67
2.10 Exercises 67
3 Basic Count Regression 69
3.1 Introduction 69
3.2 Poisson MLE, QMLE, and GLM 71
3.3 Negative Binomial MLE and QGPMLE 80
3.4 Overdispersion Tests 89
3.5 Use of Regression Results 92
ix
Contents
3.6 Ordered and Other Discrete-Outcome Models 98
3.7 Other Models 102
3.8 Iteratively Reweighted Least Squares 108
3.9 Bibliographie Notes 108
3.10 Exercises 109
Generalized Count Regression 111
4.1 Introduction 111
4.2 Mixture Models 112
4.3 Truncated Counts 128
4.4 Censored Counts 133
4.5 Hurdle Models 136
4.6 Zero-Inflated Count Models 139
4.7 Hierarchical Models 142
4.8 Finite Mixtures and Latent Class Analysis 144
4.9 Count Models with Cross-Sectional Dependence 156
4.10 Models Based on Waiting Time Distributions 161
4.11 Katz, Double Poisson, and Generalized Poisson 167
4.12 Derivations 171
4.13 Bibliographie Notes 174
4.14 Exercises 175
Model Evaluation and Testing 177
5.1 Introduction 177
5.2 Residual Analysis 178
5.3 GoodnessofFit 188
5.4 Discriminating among Nonnested Models 196
5.5 Tests for Overdispersion 200
5.6 Conditional Moment Specincation Tests 207
5.7 Derivations 220
5.8 Bibliographie Notes 222
5.9 Exercises 223
Empirical Illustrations 225
6.1 Introduction 225
6.2 Background 226
6.3 Analysis of Demand for Health Care 228
6.4 Analysis of Recreational Trips 245
6.5 Analysis of Fertility Data 253
6.6 Model Selection Criteria: A Digression 257
6.7 Concluding Remarks 260
6.8 Bibliographie Notes 260
6.9 Exercises 261
Contents xi
Time Series Data 263
7.1 Introduction 263
7.2 Models for Time Series Data 264
7.3 Static Count Regression 268
7.4 Serially Correlated Heterogeneity Models 276
7.5 Autoregressive Models 281
7.6 Integer-Valued ARMA Models 284
7.7 State Space Models 289
7.8 Hidden Markov Models 291
7.9 Dynamic Ordered Probit Model 293
7.10 Discrete ARMA Models 294
7.11 Applications 295
7.12 Derivations 301
7.13 Bibliographie Notes 302
7.14 Exercises 302
Multivariate Data 304
8.1 Introduction 304
8.2 Characterizing and Generating Dependence 305
8.3 Sources of Dependence 310
8.4 Multivariate Count Models 311
8.5 Copula-Based Models 317
8.6 Moment-Based Estimation 325
8.7 Testing for Dependence 327
8.8 Mixed Multivariate Models 333
8.9 Empirical Example 336
8.10 Derivations 338
8.11 Bibliographie Notes 339
Longitudinal Data 341
9.1 Introduction 341
9.2 Models for Longitudinal Data 342
9.3 Population Averaged Models 349
9.4 Fixed Effects Models 351
9.5 Random Effects Models 360
9.6 Discussion 364
9.7 Specification Tests 366
9.8 Dynamic Longitudinal Models 368
9.9 Endogenous Regressors 378
9.10 More Flexible Functional Forms for Longitudinal Data 379
9.11 Derivations 381
9.12 Bibliographie Notes 383
9.13 Exercises 384
xii Contents
10 Endogenous Regressors and Selection 385
10.1 Introduction 385
10.2 Endogeneity in Recursive Models 386
10.3 Selection Models for Counts 388
10.4 Moment-Based Methods for Endogenous Regressors 397
10.5 Example: Doctor Visits and Health Insurance 402
10.6 Selection and Endogeneity in Two-Part Models 406
10.7 Alternative Sampling Frames 407
10.8 Bibliographie Notes 412
11 Flexible Methods for Counts 413
11.1 Introduction 413
11.2 Flexible Distributions Using Series Expansions 414
11.3 Flexible Models of the Conditional Mean 421
11.4 Flexible Models of the Conditional Variance 425
11.5 Quantile Regression for Counts 432
11.6 Nonparametric Methods 435
11.7 Efficient Moment-Based Estimation 438
11.8 Analysis of Patent Counts 442
11.9 Derivations 446
11.10 Bibliographie Notes 447
12 Bayesian Methods for Counts 449
12.1 Introduction 449
12.2 Bayesian Approach 449
12.3 Poisson Regression 453
12.4 Markov Chain Monte Carlo Methods 454
12.5 Count Models 460
12.6 Roy Model for Counts 464
12.7 Bibliographie Notes 467
13 Measurement Errors 468
13.1 Introduction 468
13.2 Measurement Errors in Regressors 469
13.3 Measurement Errors in Exposure 479
13.4 Measurement Errors in Counts 485
13.5 Underreported Counts 488
13.6 Underreported and Overrereported Counts 494
13.7 Simulation Example: Poisson with Mismeasured Regressor 496
13.8 Derivations 498
13.9 Bibliographie Notes 499
13.10 Exercises 499
Contents xiii
A Notation and Acronyms 501
B Functions, Distributions, and Moments 505
B.l Gamma Function 505
B.2 Some Distributions 506
B.3 Moments of Truncated Poisson 507
C Software 509
References 511
Author Index 543
Subject Index 553
|
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| spelling | Cameron, Adrian Colin 1956- Verfasser (DE-588)12870022X aut Regression analysis of count data A. Colin Cameron ; Pravin K. Trivedi 2. ed. Cambridge [u.a.] Cambridge Univ. Press 2013 XXVII, 566 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Econometric Society monographs 53 Hier auch später erschienene, unveränderte Nachdrucke Ökonometrie (DE-588)4132280-0 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 s Ökonometrie (DE-588)4132280-0 s DE-604 Trivedi, Pravin K. 1943- Verfasser (DE-588)118054791 aut Econometric Society monographs 53 (DE-604)BV000018129 53 http://assets.cambridge.org/97811070/14169/cover/9781107014169.jpg Cover image HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025973470&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Cameron, Adrian Colin 1956- Trivedi, Pravin K. 1943- Regression analysis of count data Econometric Society monographs Ökonometrie (DE-588)4132280-0 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
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| title | Regression analysis of count data |
| title_auth | Regression analysis of count data |
| title_exact_search | Regression analysis of count data |
| title_full | Regression analysis of count data A. Colin Cameron ; Pravin K. Trivedi |
| title_fullStr | Regression analysis of count data A. Colin Cameron ; Pravin K. Trivedi |
| title_full_unstemmed | Regression analysis of count data A. Colin Cameron ; Pravin K. Trivedi |
| title_short | Regression analysis of count data |
| title_sort | regression analysis of count data |
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