Functional Form And Heterogeneity In Models For Count Data

Functional Form And Heterogeneity In Models For Count Data Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Functional Form And Heterogeneity In Models For Count Data book. This book definitely worth reading, it is an incredibly well-written.

Functional Form and Heterogeneity in Models for Count Data

William Greene
Functional Form and Heterogeneity in Models for Count Data Book PDF

Author : William Greene
Publisher : Now Publishers Inc
Page : 120 pages
File Size : 41,9 Mb
Release : 2007
Category : Business & Economics
ISBN : 9781601980540

Get Book

Functional Form and Heterogeneity in Models for Count Data by William Greene Pdf

This study presents several extensions of the most familiar models for count data, the Poisson and negative binomial models. We develop an encompassing model for two well-known variants of the negative binomial model (the NB1 and NB2 forms). We then analyze some alternative approaches to the standard log gamma model for introducing heterogeneity into the loglinear conditional means for these models. The lognormal model provides a versatile alternative specification that is more flexible (and more natural) than the log gamma form, and provides a platform for several "two part" extensions, including zero inflation, hurdle, and sample selection models. (We briefly present some alternative approaches to modeling heterogeneity.) We also resolve some features in Hausman, Hall and Griliches (1984, Economic models for count data with an application to the patents-R & D relationship, Econometrica 52, 909-938) widely used panel data treatments for the Poisson and negative binomial models that appear to conflict with more familiar models of fixed and random effects. Finally, we consider a bivariate Poisson model that is also based on the lognormal heterogeneity model. Two recent applications have used this model. We suggest that the correlation estimated in their model frameworks is an ambiguous measure of the correlation of the variables of interest, and may substantially overstate it. We conclude with a detailed application of the proposed methods using the data employed in one of the two aforementioned bivariate Poisson studies

Modeling Count Data

Joseph M. Hilbe
Modeling Count Data Book PDF

Author : Joseph M. Hilbe
Publisher : Cambridge University Press
Page : 301 pages
File Size : 47,8 Mb
Release : 2014-07-21
Category : Business & Economics
ISBN : 9781107028333

Get Book

Modeling Count Data by Joseph M. Hilbe Pdf

"This entry-level text offers clear and concise guidelines on how to select, construct, interpret, and evaluate count data. Written for researchers with little or no background in advanced statistics, the book presents treatments of all major models using numerous tables, insets, and detailed modeling suggestions. It begins by demonstrating the fundamentals of linear regression and works up to an analysis of the Poisson and negative binomial models, and to the problem of overdispersion. Examples in Stata, R, and SAS code enable readers to adapt models for their own purposes, making the text an ideal resource for researchers working in public health, ecology, econometrics, transportation, and other related fields"--

Beyond Multiple Linear Regression

Paul Roback,Julie Legler
Beyond Multiple Linear Regression Book PDF

Author : Paul Roback,Julie Legler
Publisher : CRC Press
Page : 436 pages
File Size : 47,6 Mb
Release : 2021-01-14
Category : Mathematics
ISBN : 9781439885406

Get Book

Beyond Multiple Linear Regression by Paul Roback,Julie Legler Pdf

Beyond Multiple Linear Regression: Applied Generalized Linear Models and Multilevel Models in R is designed for undergraduate students who have successfully completed a multiple linear regression course, helping them develop an expanded modeling toolkit that includes non-normal responses and correlated structure. Even though there is no mathematical prerequisite, the authors still introduce fairly sophisticated topics such as likelihood theory, zero-inflated Poisson, and parametric bootstrapping in an intuitive and applied manner. The case studies and exercises feature real data and real research questions; thus, most of the data in the textbook comes from collaborative research conducted by the authors and their students, or from student projects. Every chapter features a variety of conceptual exercises, guided exercises, and open-ended exercises using real data. After working through this material, students will develop an expanded toolkit and a greater appreciation for the wider world of data and statistical modeling. A solutions manual for all exercises is available to qualified instructors at the book’s website at www.routledge.com, and data sets and Rmd files for all case studies and exercises are available at the authors’ GitHub repo (https://github.com/proback/BeyondMLR)

Count Data Models

Rainer Winkelmann
Count Data Models Book PDF

Author : Rainer Winkelmann
Publisher : Springer Science & Business Media
Page : 223 pages
File Size : 46,5 Mb
Release : 2013-11-11
Category : Business & Economics
ISBN : 9783662217351

Get Book

Count Data Models by Rainer Winkelmann Pdf

This book presents statistical methods for the analysis of events. The primary focus is on single equation cross section models. The book addresses both the methodology and the practice of the subject and it provides both a synthesis of a diverse body of literature that hitherto was available largely in pieces, as well as a contribution to the progress of the methodology, establishing several new results and introducing new models. Starting from the standard Poisson regression model as a benchmark, the causes, symptoms and consequences of misspecification are worked out. Both parametric and semi-parametric alternatives are discussed. While semi-parametric models allow for robust interference, parametric models can identify features of the underlying data generation process.

Econometric Analysis of Count Data

Rainer Winkelmann
Econometric Analysis of Count Data Book PDF

Author : Rainer Winkelmann
Publisher : Springer Science & Business Media
Page : 200 pages
File Size : 44,9 Mb
Release : 2013-11-27
Category : Business & Economics
ISBN : 9783662034651

Get Book

Econometric Analysis of Count Data by Rainer Winkelmann Pdf

This monograph deals with econometric models for the analysis of event counts. The interest of econometricians in this class of models has started in the mid-eighties. After more than one decade of intensive research, the litera ture has reached a level of maturity that calls for a systematic and accessible exposition of the main results and methods. Such an exposition is the aim of the book. Count data models have found their way into the curricula of micro-econometric classes and are available on standard computer software. The basic methods have been used in countless applications in fields such as labor economics, health economics, insurance economics, urban economics, and economic demography, to name but a few. Other, more recent, methods are poised to become standard tools soon. While the book is oriented towards the empirical economists and applied econometrician, it should be useful to statisticians and biometricians as well. A first edition of this book was published in 1994 under the title "Count Data Models - Econometric Theory and an Application to Labor Mobility" . While this edition keeps the character and broad organization of this first edition, and its emphasis on combining a summary of the existing literature with several new results and methods, it is substantially revised and enlarged. Many parts have been completely rewritten and several new sections have New sections include: count data models for dependent processes; been added.

Modeling Ordered Choices

William H. Greene,David A. Hensher
Modeling Ordered Choices Book PDF

Author : William H. Greene,David A. Hensher
Publisher : Cambridge University Press
Page : 383 pages
File Size : 50,8 Mb
Release : 2010-04-08
Category : Business & Economics
ISBN : 9781139485951

Get Book

Modeling Ordered Choices by William H. Greene,David A. Hensher Pdf

It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.

Regression Analysis of Count Data

A. Colin Cameron,Pravin K. Trivedi
Regression Analysis of Count Data Book PDF

Author : A. Colin Cameron,Pravin K. Trivedi
Publisher : Cambridge University Press
Page : 597 pages
File Size : 55,7 Mb
Release : 2013-05-27
Category : Business & Economics
ISBN : 9781107717794

Get Book

Regression Analysis of Count Data by A. Colin Cameron,Pravin K. Trivedi Pdf

Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. This book, now in its second edition, provides the most comprehensive and up-to-date account of models and methods to interpret such data. The authors combine theory and practice to make sophisticated methods of analysis accessible to researchers and practitioners working with widely different types of data and software in areas such as applied statistics, econometrics, marketing, operations research, actuarial studies, demography, biostatistics and quantitative social sciences. The new material includes new theoretical topics, an updated and expanded treatment of cross-section models, coverage of bootstrap-based and simulation-based inference, expanded treatment of time series, multivariate and panel data, expanded treatment of endogenous regressors, coverage of quantile count regression, and a new chapter on Bayesian methods.

Regression Analysis of Count Data

Adrian Colin Cameron,Pravin K. Trivedi
Regression Analysis of Count Data Book PDF

Author : Adrian Colin Cameron,Pravin K. Trivedi
Publisher : Cambridge University Press
Page : 597 pages
File Size : 43,7 Mb
Release : 2013-05-27
Category : Business & Economics
ISBN : 9781107014169

Get Book

Regression Analysis of Count Data by Adrian Colin Cameron,Pravin K. Trivedi Pdf

This book provides the most comprehensive and up-to-date account of regression methods to explain the frequency of events.

Negative Binomial Regression

Joseph M. Hilbe
Negative Binomial Regression Book PDF

Author : Joseph M. Hilbe
Publisher : Cambridge University Press
Page : 573 pages
File Size : 43,6 Mb
Release : 2011-03-17
Category : Mathematics
ISBN : 9781139500067

Get Book

Negative Binomial Regression by Joseph M. Hilbe Pdf

This second edition of Hilbe's Negative Binomial Regression is a substantial enhancement to the popular first edition. The only text devoted entirely to the negative binomial model and its many variations, nearly every model discussed in the literature is addressed. The theoretical and distributional background of each model is discussed, together with examples of their construction, application, interpretation and evaluation. Complete Stata and R codes are provided throughout the text, with additional code (plus SAS), derivations and data provided on the book's website. Written for the practising researcher, the text begins with an examination of risk and rate ratios, and of the estimating algorithms used to model count data. The book then gives an in-depth analysis of Poisson regression and an evaluation of the meaning and nature of overdispersion, followed by a comprehensive analysis of the negative binomial distribution and of its parameterizations into various models for evaluating count data.

Microeconometrics

A. Colin Cameron,Pravin K. Trivedi
Microeconometrics Book PDF

Author : A. Colin Cameron,Pravin K. Trivedi
Publisher : Cambridge University Press
Page : 1058 pages
File Size : 45,6 Mb
Release : 2005-05-09
Category : Business & Economics
ISBN : 9781139444866

Get Book

Microeconometrics by A. Colin Cameron,Pravin K. Trivedi Pdf

This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

Handbook of Empirical Economics and Finance

Aman Ullah,David E. A. Giles
Handbook of Empirical Economics and Finance Book PDF

Author : Aman Ullah,David E. A. Giles
Publisher : CRC Press
Page : 532 pages
File Size : 48,6 Mb
Release : 2016-04-19
Category : Mathematics
ISBN : 1420070363

Get Book

Handbook of Empirical Economics and Finance by Aman Ullah,David E. A. Giles Pdf

Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.

Mixed Effects Models for Complex Data

Lang Wu
Mixed Effects Models for Complex Data Book PDF

Author : Lang Wu
Publisher : CRC Press
Page : 431 pages
File Size : 48,7 Mb
Release : 2009-11-11
Category : Mathematics
ISBN : 1420074083

Get Book

Mixed Effects Models for Complex Data by Lang Wu Pdf

Although standard mixed effects models are useful in a range of studies, other approaches must often be used in correlation with them when studying complex or incomplete data. Mixed Effects Models for Complex Data discusses commonly used mixed effects models and presents appropriate approaches to address dropouts, missing data, measurement errors, censoring, and outliers. For each class of mixed effects model, the author reviews the corresponding class of regression model for cross-sectional data. An overview of general models and methods, along with motivating examples After presenting real data examples and outlining general approaches to the analysis of longitudinal/clustered data and incomplete data, the book introduces linear mixed effects (LME) models, generalized linear mixed models (GLMMs), nonlinear mixed effects (NLME) models, and semiparametric and nonparametric mixed effects models. It also includes general approaches for the analysis of complex data with missing values, measurement errors, censoring, and outliers. Self-contained coverage of specific topics Subsequent chapters delve more deeply into missing data problems, covariate measurement errors, and censored responses in mixed effects models. Focusing on incomplete data, the book also covers survival and frailty models, joint models of survival and longitudinal data, robust methods for mixed effects models, marginal generalized estimating equation (GEE) models for longitudinal or clustered data, and Bayesian methods for mixed effects models. Background material In the appendix, the author provides background information, such as likelihood theory, the Gibbs sampler, rejection and importance sampling methods, numerical integration methods, optimization methods, bootstrap, and matrix algebra. Failure to properly address missing data, measurement errors, and other issues in statistical analyses can lead to severely biased or misleading results. This book explores the biases that arise when naïve methods are used and shows which approaches should be used to achieve accurate results in longitudinal data analysis.

Doing Meta-Analysis with R

Mathias Harrer,Pim Cuijpers,Toshi A. Furukawa,David D. Ebert
Doing Meta Analysis with R Book PDF

Author : Mathias Harrer,Pim Cuijpers,Toshi A. Furukawa,David D. Ebert
Publisher : CRC Press
Page : 500 pages
File Size : 47,9 Mb
Release : 2021-09-15
Category : Mathematics
ISBN : 9781000435634

Get Book

Doing Meta-Analysis with R by Mathias Harrer,Pim Cuijpers,Toshi A. Furukawa,David D. Ebert Pdf

Doing Meta-Analysis with R: A Hands-On Guide serves as an accessible introduction on how meta-analyses can be conducted in R. Essential steps for meta-analysis are covered, including calculation and pooling of outcome measures, forest plots, heterogeneity diagnostics, subgroup analyses, meta-regression, methods to control for publication bias, risk of bias assessments and plotting tools. Advanced but highly relevant topics such as network meta-analysis, multi-three-level meta-analyses, Bayesian meta-analysis approaches and SEM meta-analysis are also covered. A companion R package, dmetar, is introduced at the beginning of the guide. It contains data sets and several helper functions for the meta and metafor package used in the guide. The programming and statistical background covered in the book are kept at a non-expert level, making the book widely accessible. Features • Contains two introductory chapters on how to set up an R environment and do basic imports/manipulations of meta-analysis data, including exercises • Describes statistical concepts clearly and concisely before applying them in R • Includes step-by-step guidance through the coding required to perform meta-analyses, and a companion R package for the book

Models for Discrete Data

Daniel Zelterman
Models for Discrete Data Book PDF

Author : Daniel Zelterman
Publisher : Oxford University Press
Page : 233 pages
File Size : 42,7 Mb
Release : 1999
Category : Art
ISBN : 0198524366

Get Book

Models for Discrete Data by Daniel Zelterman Pdf

Discrete or count data arise in experiments where the outcome variables are the numbers of individuals classified into unique, non-overlapping categories. This book describes the statistical models used in the analysis and summary of such data, and provides an introduction to the subject for graduate students and practitioners needing a review of the methodology. It includes topics not covered in depth elsewhere, such as the negative multinomial distribution; the many forms of the hypergeometric distribution; and coordinate free models.

Handbook of Choice Modelling

Stephane Hess,Andrew Daly
Handbook of Choice Modelling Book PDF

Author : Stephane Hess,Andrew Daly
Publisher : Edward Elgar Publishing
Page : 797 pages
File Size : 43,6 Mb
Release : 2024-06-05
Category : Business & Economics
ISBN : 9781800375635

Get Book

Handbook of Choice Modelling by Stephane Hess,Andrew Daly Pdf

This thoroughly revised second edition Handbook provides an authoritative and in-depth overview of choice modelling, covering essential topics range from data collection through model specification and estimation to analysis and use of results. It aptly emphasises the broad relevance of choice modelling when applied to a multitude of fields, including but not limited to transport, marketing, health and environmental economics.