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Duration Dependence and Dispersion in Count-Data Models

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  • Winkelmann, Rainer

Abstract

This paper explores the relation between nonexponential waiting times between events and the distribution of the number of events in a fixed time interval. It is shown that within this framework the frequently observed phenomenon of overdispersion, i.e., a variance that exceeds the mean, is caused by a decreasing hazard function of the waiting times, while an increasing hazard function leads to underdispersion. Using the assumption of i.i.d. gamma distributed waiting times, a new count data model is derived. Its use is illustrated in two applications: the number of births and the number of doctor consultations.

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Bibliographic Info

Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 13 (1995)
Issue (Month): 4 (October)
Pages: 467-74

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Handle: RePEc:bes:jnlbes:v:13:y:1995:i:4:p:467-74

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Cited by:
  1. Alison L. Booth & Hiau Joo Kee, 2009. "Intergenerational Transmission of Fertility Patterns," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 183-208, 04.
  2. Winkelmann, Rainer & Zimmermann, Klaus F., 1998. "Is Job Stability Declining in Germany? Evidences from Count Data Models," IZA Discussion Papers 1, Institute for the Study of Labor (IZA).
  3. Hagmark, Per-Erik, 2009. "A new concept for count distributions," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1120-1124, April.
  4. Bhati, Avinash, 2007. "Learning from multiple analogies: an Information Theoretic framework for predicting criminal recidivism," MPRA Paper 11850, University Library of Munich, Germany.
  5. Eugenio Miravete, 2007. "“Competing with Menus of Tariff Options”," Working Papers 07-02, NET Institute, revised Jul 2007.
  6. Margarita E. Romero Rodríguez & Enrique Los Arcos & Victor Cano Fernández & Miguel Sánchez Padrón, 2001. "Modelo para datos de recuentro de corte transversal con exceso de ceros. Aplicación a citas patentes," Documentos de trabajo conjunto ULL-ULPGC 2001-05, Facultad de Ciencias Económicas de la ULPGC.
  7. Booth, Alison L. & Kee, Hiau Joo, 2006. "Intergenerational Transmission of Fertility Patterns in Britain," IZA Discussion Papers 2437, Institute for the Study of Labor (IZA).

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