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Analyzing Frequencies of Several Types of Events: A Mixed Multinomial-Poisson Approach


  • Terza, Joseph V
  • Wilson, Paul W


A flexible, generalized Poisson model is combined with the multinomial distribution to jointly predict households' choices among types of trips and frequency of trips. The model is compared with conventional Poisson models. The problem of a time-variant mean for frequencies is also addressed, as well as the mean-variance property of the conventional Poisson model that is avoided by use of the generalized formulation. The generalized model is found to outperform the conventional models. Copyright 1990 by MIT Press.

Suggested Citation

  • Terza, Joseph V & Wilson, Paul W, 1990. "Analyzing Frequencies of Several Types of Events: A Mixed Multinomial-Poisson Approach," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 108-115, February.
  • Handle: RePEc:tpr:restat:v:72:y:1990:i:1:p:108-15

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    References listed on IDEAS

    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. Fair, Ray C, 1978. "The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve," Econometrica, Econometric Society, vol. 46(5), pages 1165-1179, September.
    3. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    4. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    5. Hendry, David F. & Richard, Jean-Francois, 1982. "On the formulation of empirical models in dynamic econometrics," Journal of Econometrics, Elsevier, vol. 20(1), pages 3-33, October.
    6. White, Halbert & Domowitz, Ian, 1984. "Nonlinear Regression with Dependent Observations," Econometrica, Econometric Society, vol. 52(1), pages 143-161, January.
    7. Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice, 1983. "Two-step two-stage least squares estimation in models with rational expectations," Journal of Econometrics, Elsevier, vol. 21(3), pages 333-355, April.
    8. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    9. Stephen K. McNees, 1986. "The accuracy of two forecasting techniques: some evidence and an interpretation," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 20-31.
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    Cited by:

    1. Cuffe, Barry P. & Friedman, Moshe F., 1996. "The joint distribution of the number of occurrences of two interrelated Poisson processes," European Journal of Operational Research, Elsevier, vol. 89(3), pages 660-667, March.
    2. A. Colin Cameron & Per Johansson, 2004. "Bivariate Count Data Regression Using Series Expansions: With Applications," Working Papers 9815, University of California, Davis, Department of Economics.
    3. Andr? Romeu-Santana & ?gel M. Vera-Hern?dez, "undated". "A Semi-Nonparametric Estimator For Counts With An Endogenous Dummy. Variable," UFAE and IAE Working Papers 452.00, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    4. Andrés Romeu & Marcos Vera-Hernández, 2005. "Counts with an endogenous binary regressor: A series expansion approach," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 1-22, March.
    5. Efthymios Tsionas & George Halkos, 2000. "Posterior Analysis of Environmental Damage Evaluation in Europe," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(3), pages 371-390.
    6. Terza, Joseph V., 1998. "Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects," Journal of Econometrics, Elsevier, vol. 84(1), pages 129-154, May.
    7. Miravete, Eugenio J, 2009. "Multivariate Sarmanov Count Data Models," CEPR Discussion Papers 7463, C.E.P.R. Discussion Papers.
    8. Bhat, Chandra R., 2005. "A multiple discrete-continuous extreme value model: formulation and application to discretionary time-use decisions," Transportation Research Part B: Methodological, Elsevier, vol. 39(8), pages 679-707, September.

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