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Modeling Poisson variables with positive spatial dependence

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  • Kaiser, Mark S.
  • Cressie, Noel
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    Abstract

    The Poisson auto-model is a natural vehicle for modeling data that consist of small counts and may exhibit dependence, frequently spatial dependence. Unfortunately, it is not possible to model positive dependence with a regular Poisson auto-model. We develop a model that allows positive dependencies in multivariate count data by specifying conditional distributions as Winsorized Poisson probability mass functions. This model may be used to incorporate either positive or negative dependencies among the variables.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 35 (1997)
    Issue (Month): 4 (November)
    Pages: 423-432

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    Handle: RePEc:eee:stapro:v:35:y:1997:i:4:p:423-432

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    Related research

    Keywords: Auto-model Poisson distribution Spatial dependence Winsorization;

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    Cited by:
    1. Angel Alañón Pardo & Josep-Maria Arauzo-Carod, 2009. "Accessibility and Industrial Location: evidence from Spain," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 09-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    2. Dayton M. Lambert & Jason P. Brown & Raymond J.G.M. Florax, 2010. "A Two-Step Estimator For A Spatial Lag Model Of Counts: Theory, Small Sample Performance And An Application," Working Papers 10-5, Purdue University, College of Agriculture, Department of Agricultural Economics.
    3. Ángel Alañón & Rafael Myro, . "Does neighboring "industrial atmosphere" matter in industrial location?. Empirical evidence from Spanish municipalities," Studies on the Spanish Economy 199, FEDEA.
    4. Haining, Robert & Law, Jane & Griffith, Daniel, 2009. "Modelling small area counts in the presence of overdispersion and spatial autocorrelation," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2923-2937, June.
    5. Liesenfeld, Roman & Richard, Jean-François & Vogler, Jan, 2013. "Analysis of discrete dependent variable models with spatial correlation," Economics Working Papers 2013-01, Christian-Albrechts-University of Kiel, Department of Economics.
    6. Ángel Alañón Pardo, 2006. "Análisis espacial de la creación de establecimientos manufactureros en los municipios andaluces," Revista de Estudios Regionales, Universidades Públicas de Andalucía, vol. 2, pages 135-159.
    7. David Mushinski & Stephan Weiler & Benjamin Widner, 2014. "The impact of retail establishments in hinterlands on the export role of retail establishments in rural places," The Annals of Regional Science, Springer, vol. 52(2), pages 469-487, March.
    8. Griffith, Daniel A., 2002. "A spatial filtering specification for the auto-Poisson model," Statistics & Probability Letters, Elsevier, vol. 58(3), pages 245-251, July.

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