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Bivariate Poisson and Diagonal Inflated Bivariate Poisson Regression Models in R

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  • Dimitris Karlis
  • Ioannis Ntzoufras
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    Abstract

    In this paper we present an R package called bivpois for maximum likelihood estimation of the parameters of bivariate and diagonal inflated bivariate Poisson regression models. An Expectation-Maximization (EM) algorithm is implemented. Inflated models allow for modelling both over-dispersion (or under-dispersion) and negative correlation and thus they are appropriate for a wide range of applications. Extensions of the algorithms for several other models are also discussed. Detailed guidance and implementation on simulated and real data sets using bivpois package is provided.

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    Bibliographic Info

    Article provided by American Statistical Association in its journal Journal of Statistical Software.

    Volume (Year): 14 ()
    Issue (Month): i10 ()
    Pages:

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    Handle: RePEc:jss:jstsof:14:i10

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    1. Chib, Siddhartha & Winkelmann, Rainer, 2001. "Markov Chain Monte Carlo Analysis of Correlated Count Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 428-35, October.
    2. Murat K. Munkin & Pravin K. Trivedi, 1999. "Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 29-48.
    3. Wang, Peiming & Cockburn, Iain M & Puterman, Martin L, 1998. "Analysis of Patent Data--A Mixed-Poisson-Regression-Model Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 27-41, January.
    4. D. Böhning & E. Dietz & P. Schlattmann & L. Mendonça & U. Kirchner, 1999. "The zero-inflated Poisson model and the decayed, missing and filled teeth index in dental epidemiology," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 162(2), pages 195-209.
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    Cited by:
    1. Rómulo A. Chumacero, 2009. "Altitude or Hot Air?," Journal of Sports Economics, , vol. 10(6), pages 619-638, December.
    2. Lluis Bermúdez i Morata, 2008. "A priori ratemaking using bivariate poisson regression models," Working Papers XREAP2008-09, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
    3. Bermúdez, Lluís & Karlis, Dimitris, 2011. "Bayesian multivariate Poisson models for insurance ratemaking," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 226-236, March.

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