Duration Dependence and Dispersion in Count-Data Models
نویسندگان
چکیده
منابع مشابه
Duration dependence and dispersion in count - data models
This paper explores the relation between non-exponential waiting times between events and the distribution of the number of events in a fixed time interval. It is shown that within this framework the frequently observed phenomenon of overdispersion, i.e. a variance that exceeds the mean, is caused by a decreasing hazard function of the waiting times, while an increasing hazard function leads to...
متن کاملEstimation of Count Data using Bivariate Negative Binomial Regression Models
Abstract Negative binomial regression model (NBR) is a popular approach for modeling overdispersed count data with covariates. Several parameterizations have been performed for NBR, and the two well-known models, negative binomial-1 regression model (NBR-1) and negative binomial-2 regression model (NBR-2), have been applied. Another parameterization of NBR is negative binomial-P regression mode...
متن کاملCount Data Models in SAS ®
Poisson regression has been widely used to model count data. However, it is often criticized for its restrictive assumption of equi-dispersion, meaning equality between the variance and the mean. In real-life applications, count data often exhibits over-dispersion and excess zeroes. While Negative binomial regression is able to model count data with over-dispersion, both Hurdle (Mullahy, 1986) ...
متن کاملon some bayesian statistical models in actuarial science with emphasis on claim count
چکیده ندارد.
15 صفحه اولAggregation Among Binary, Count, and Duration Models: Estimating the Same Quantities from Different Levels of Data
Binary, count, and duration data all code discrete events occurring at points in time. Although a single data generation process can produce all of these three data types, the statistical literature is not very helpful in providing methods to estimate parameters of the same process from each. In fact, only a single theoretical process exists for which known statistical methods can estimate the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 1995
ISSN: 0735-0015
DOI: 10.2307/1392392