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Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts

Author

Listed:
  • A. Colin Cameron
  • Tong Li
  • Pravin K. Trivedi
  • David M. Zimmer

Abstract

This paper makes three contributions. Firstly, it uses copula functions to obtain a flexible bivariate parametric model for non-negative integer-valued data (counts). Secondly, it recovers the distribution of the difference in the two counts from a specified bivariate count distribution. Thirdly, the methods are applied to counts that are measured with error. Specifically, we model the determinants of the difference between the self-reported number of doctor visits (measured with error) and true number of doctor visits (also available in the data used). Copyright Royal Economic Socciety 2004

Suggested Citation

  • A. Colin Cameron & Tong Li & Pravin K. Trivedi & David M. Zimmer, 2004. "Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 566-584, December.
    • Handle: RePEc:ect:emjrnl:v:7:y:2004:i:2:p:566-584
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