UID:
almafu_9960117851602883
Format:
1 online resource (xxvii, 566 pages) :
,
digital, PDF file(s).
Edition:
Second edition.
ISBN:
1-107-71084-7
,
1-107-71425-7
,
1-139-01356-4
Series Statement:
Econometric Society monographs ; 53
Content:
Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. This book, now in its second edition, provides the most comprehensive and up-to-date account of models and methods to interpret such data. The authors combine theory and practice to make sophisticated methods of analysis accessible to researchers and practitioners working with widely different types of data and software in areas such as applied statistics, econometrics, marketing, operations research, actuarial studies, demography, biostatistics and quantitative social sciences. The new material includes new theoretical topics, an updated and expanded treatment of cross-section models, coverage of bootstrap-based and simulation-based inference, expanded treatment of time series, multivariate and panel data, expanded treatment of endogenous regressors, coverage of quantile count regression, and a new chapter on Bayesian methods.
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
,
Cover -- Halftitle -- Series -- Title -- Copyright -- Dedication -- Contents -- List of Figures -- List of Tables -- Preface -- Preface to the First Edition -- 1 Introduction -- 1.1 Poisson Distribution and Its Characterizations -- 1.2 Poisson Regression -- 1.3 Examples -- 1.4 Overview of Major Issues -- 1.5 Bibliographic Notes -- 2 Model Specification and Estimation -- 2.1 Introduction -- 2.2 Example and Definitions -- 2.3 Likelihood-Based Models -- 2.4 Generalized Linear Models -- 2.5 Moment-Based Models -- 2.6 Testing -- 2.7 Robust Inference -- 2.8 Derivation of Results -- 2.9 Bibliographic Notes -- 2.10 Exercises -- 3 Basic Count Regression -- 3.1 Introduction -- 3.2 Poisson MLE, QMLE, and GLM -- 3.3 Negative Binomial MLE and QGPMLE -- 3.4 Overdispersion Tests -- 3.5 Use of Regression Results -- 3.6 Ordered and Other Discrete-Outcome Models -- 3.7 Other Models -- 3.8 Iteratively Reweighted Least Squares -- 3.9 Bibliographic Notes -- 3.10 Exercises -- 4 Generalized Count Regression -- 4.1 Introduction -- 4.2 Mixture Models -- 4.3 Truncated Counts -- 4.4 Censored Counts -- 4.5 Hurdle Models -- 4.6 Zero-Inflated Count Models -- 4.7 Hierarchical Models -- 4.8 Finite Mixtures and Latent Class Analysis -- 4.9 Count Models with Cross-Sectional Dependence -- 4.10 Models Based on Waiting Time Distributions -- 4.11 Katz, Double Poisson, and Generalized Poisson -- 4.12 Derivations -- 4.13 Bibliographic Notes -- 4.14 Exercises -- 5 Model Evaluation and Testing -- 5.1 Introduction -- 5.2 Residual Analysis -- 5.3 Goodness of Fit -- 5.4 Discriminating among Nonnested Models -- 5.5 Tests for Overdispersion -- 5.6 Conditional Moment Specification Tests -- 5.7 Derivations -- 5.8 Bibliographic Notes -- 5.9 Exercises -- 6 Empirical Illustrations -- 6.1 Introduction -- 6.2 Background -- 6.3 Analysis of Demand for Health Care -- 6.4 Analysis of Recreational Trips.
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6.5 Analysis of Fertility Data -- 6.6 Model Selection Criteria: A Digression -- 6.7 Concluding Remarks -- 6.8 Bibliographic Notes -- 6.9 Exercises -- 7 Time Series Data -- 7.1 Introduction -- 7.2 Models for Time Series Data -- 7.3 Static Count Regression -- 7.4 Serially Correlated Heterogeneity Models -- 7.5 Autoregressive Models -- 7.6 Integer-Valued ARMA Models -- 7.7 State Space Models -- 7.8 Hidden Markov Models -- 7.9 Dynamic Ordered Probit Model -- 7.10 Discrete ARMA Models -- 7.11 Applications -- 7.12 Derivations -- 7.13 Bibliographic Notes -- 7.14 Exercises -- 8 Multivariate Data -- 8.1 Introduction -- 8.2 Characterizing and Generating Dependence -- 8.3 Sources of Dependence -- 8.4 Multivariate Count Models -- 8.5 Copula-Based Models -- 8.6 Moment-Based Estimation -- 8.7 Testing for Dependence -- 8.8 Mixed Multivariate Models -- 8.9 Empirical Example -- 8.10 Derivations -- 8.11 Bibliographic Notes -- 9 Longitudinal Data -- 9.1 Introduction -- 9.2 Models for Longitudinal Data -- 9.3 Population Averaged Models -- 9.4 Fixed Effects Models -- 9.5 Random Effects Models -- 9.6 Discussion -- 9.7 Specification Tests -- 9.8 Dynamic Longitudinal Models -- 9.9 Endogenous Regressors -- 9.10 More Flexible Functional Forms for Longitudinal Data -- 9.11 Derivations -- 9.12 Bibliographic Notes -- 9.13 Exercises -- 10 Endogenous Regressors and Selection -- 10.1 Introduction -- 10.2 Endogeneity in Recursive Models -- 10.3 Selection Models for Counts -- 10.4 Moment-Based Methods for Endogenous Regressors -- 10.5 Example: Doctor Visits and Health Insurance -- 10.6 Selection and Endogeneity in Two-Part Models -- 10.7 Alternative Sampling Frames -- 10.8 Bibliographic Notes -- 11 Flexible Methods for Counts -- 11.1 Introduction -- 11.2 Flexible Distributions Using Series Expansions -- 11.3 Flexible Models of the Conditional Mean.
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11.4 Flexible Models of the Conditional Variance -- 11.5 Quantile Regression for Counts -- 11.6 Nonparametric Methods -- 11.7 Efficient Moment-Based Estimation -- 11.8 Analysis of Patent Counts -- 11.9 Derivations -- 11.10 Bibliographic Notes -- 12 Bayesian Methods for Counts -- 12.1 Introduction -- 12.2 Bayesian Approach -- 12.3 Poisson Regression -- 12.4 Markov Chain Monte Carlo Methods -- 12.5 Count Models -- 12.6 Roy Model for Counts -- 12.7 Bibliographic Notes -- 13 Measurement Errors -- 13.1 Introduction -- 13.2 Measurement Errors in Regressors -- 13.3 Measurement Errors in Exposure -- 13.4 Measurement Errors in Counts -- 13.5 Underreported Counts -- 13.6 Underreported and Overrereported Counts -- 13.7 Simulation Example: Poisson with Mismeasured Regressor -- 13.8 Derivations -- 13.9 Bibliographic Notes -- 13.10 Exercises -- Appendix A: Appendix A: Notation and Acronyms -- Appendix B: Appendix B: Functions, Distributions, and Moments -- B.1 Gamma Function -- B.2 Some Distributions -- B.3 Moments of Truncated Poisson -- Appendix C: Appendix C: Software -- References -- Author Index -- Subject Index.
,
English
Additional Edition:
ISBN 1-107-66727-5
Additional Edition:
ISBN 1-107-01416-6
Language:
English
URL:
https://doi.org/10.1017/CBO9781139013567
URL:
https://doi.org/10.1017/CBO9781139013567
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