Regression Analysis of Count DataCambridge University Press, 1998 M09 28 - 411 páginas Students in both the natural and social sciences often seek regression models to explain the frequency of events, such as visits to a doctor, auto accidents or job hiring. This analysis 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 practitioners working with widely different types of data and software. The treatment will be useful to researchers in areas such as applied statistics, econometrics, operations research, actuarial studies, demography, biostatistics, and quantitatively-oriented sociology and political science. The book may be used as a reference work on count models or by students seeking an authoritative overview. The analysis is complemented by template programs available on the Internet through the authors' homepages. |
Dentro del libro
Resultados 1-5 de 84
Página vii
... Notes Model Specification and Estimation 17 19 2.1 Introduction 19 2.2 Example and Definitions 20 2.3 Likelihood - Based Models 22 2.4 Generalized Linear Models 27 2.5 Moment - Based Models 37 2.6 Testing 44 2.7 Derivations 50 2.8 ...
... Notes Model Specification and Estimation 17 19 2.1 Introduction 19 2.2 Example and Definitions 20 2.3 Likelihood - Based Models 22 2.4 Generalized Linear Models 27 2.5 Moment - Based Models 37 2.6 Testing 44 2.7 Derivations 50 2.8 ...
Página viii
... Notes 136 5 5.1 4.12 Exercises Model Evaluation and Testing Introduction 137 139 139 5.2 Residual Analysis 140 5.3 Goodness of Fit 151 5.4 Hypothesis Tests 158 5.5 5.6 Inference with Finite Sample Corrections Conditional Moment ...
... Notes 136 5 5.1 4.12 Exercises Model Evaluation and Testing Introduction 137 139 139 5.2 Residual Analysis 140 5.3 Goodness of Fit 151 5.4 Hypothesis Tests 158 5.5 5.6 Inference with Finite Sample Corrections Conditional Moment ...
Página ix
... Notes 250 7.13 Exercises 250 8.1 8 Multivariate Data Introduction 251 251 8.2 Characterizing Dependence 252 8.3 Parametric Models 256 8.4 Moment - Based Estimation 260 8.5 Orthogonal Polynomial Series Expansions 263 8.6 Mixed ...
... Notes 250 7.13 Exercises 250 8.1 8 Multivariate Data Introduction 251 251 8.2 Characterizing Dependence 252 8.3 Parametric Models 256 8.4 Moment - Based Estimation 260 8.5 Orthogonal Polynomial Series Expansions 263 8.6 Mixed ...
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... Notes 369 Appendices : AB A Notation and Acronyms 371 B Functions , Distributions , and Moments 374 B.1 Gamma Function 374 B.2 Some Distributions 375 B.3 Moments of Truncated Poisson 376 C Software 378 References 379 Author Index 399 ...
... Notes 369 Appendices : AB A Notation and Acronyms 371 B Functions , Distributions , and Moments 374 B.1 Gamma Function 374 B.2 Some Distributions 375 B.3 Moments of Truncated Poisson 376 C Software 378 References 379 Author Index 399 ...
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Contenido
IV | 1 |
V | 3 |
VI | 8 |
VII | 10 |
VIII | 15 |
IX | 17 |
X | 19 |
XI | 20 |
LXI | 226 |
LXII | 234 |
LXIII | 238 |
LXIV | 240 |
LXV | 242 |
LXVI | 244 |
LXVII | 245 |
LXVIII | 246 |
XII | 22 |
XIII | 27 |
XIV | 37 |
XV | 44 |
XVI | 50 |
XVII | 57 |
XIX | 59 |
XX | 61 |
XXI | 70 |
XXII | 77 |
XXIII | 79 |
XXIV | 85 |
XXV | 88 |
XXVI | 93 |
XXVII | 94 |
XXVIII | 95 |
XXIX | 96 |
XXX | 97 |
XXXI | 106 |
XXXII | 112 |
XXXIII | 117 |
XXXIV | 121 |
XXXV | 123 |
XXXVI | 128 |
XXXVII | 134 |
XXXVIII | 135 |
XXXIX | 136 |
XL | 137 |
XLI | 139 |
XLII | 140 |
XLIII | 151 |
XLIV | 158 |
XLV | 163 |
XLVI | 168 |
XLVII | 182 |
XLVIII | 185 |
XLIX | 187 |
L | 188 |
LI | 189 |
LII | 190 |
LIII | 192 |
LIV | 207 |
LV | 216 |
LVI | 218 |
LVII | 219 |
LVIII | 220 |
LIX | 221 |
LX | 222 |
LXIX | 250 |
LXXI | 251 |
LXXII | 252 |
LXXIII | 256 |
LXXIV | 260 |
LXXV | 263 |
LXXVI | 269 |
LXXVII | 272 |
LXXVIII | 273 |
LXXIX | 275 |
LXXX | 276 |
LXXXI | 280 |
LXXXII | 287 |
LXXXIII | 290 |
LXXXIV | 293 |
LXXXV | 294 |
LXXXVI | 299 |
LXXXVII | 300 |
LXXXIX | 301 |
XC | 302 |
XCI | 307 |
XCII | 309 |
XCIII | 313 |
XCIV | 323 |
XCV | 324 |
XCVI | 325 |
XCVII | 326 |
XCVIII | 331 |
XCIX | 336 |
C | 343 |
CI | 344 |
CII | 345 |
CIII | 350 |
CIV | 356 |
CV | 358 |
CVI | 364 |
CVII | 367 |
CIX | 369 |
CX | 371 |
CXI | 374 |
CXII | 375 |
CXIII | 376 |
CXIV | 378 |
379 | |
399 | |
404 | |
Términos y frases comunes
alternative analysis application approach assumption asymptotically bivariate bootstrap Chapter coefficients component conditional mean function consider consistent estimator correctly specified count data models count models covariates defined denote density dependent variable deviance doctor visits Econometrics effects model equation example exponential family finite mixture first-order conditions fixed effects frequency given Gurmu Hausman heteroskedasticity hurdle model individual Journal likelihood function linear model LM test log-likelihood maximum likelihood estimation measurement errors methods misspecification mixture model multivariate NB2 model negative binomial nonlinear normal number of events observations obtained ordered probit overdispersion parameters Poisson distribution Poisson model Poisson PMLE Poisson process Poisson regression Poisson regression model polynomial probability random effects random effects model random variable regressors residuals sample serial correlation standard errors test statistic truncated underdispersion unobserved heterogeneity variance function variance matrix vector y₁ zero
Referencias a este libro
Univariate Discrete Distributions Norman L. Johnson,Adrienne W. Kemp,Samuel Kotz Vista previa limitada - 2005 |
Multivariate Statistical Modelling Based on Generalized Linear Models Ludwig Fahrmeir,Gerhard Tutz Sin vista previa disponible - 2001 |