IDEAS home Printed from https://ideas.repec.org/a/bla/jorssc/v65y2016i5p649-675.html
   My bibliography  Save this article

Multivariate covariance generalized linear models

Author

Listed:
  • Wagner Hugo Bonat
  • Bent Jørgensen

Abstract

No abstract is available for this item.

Suggested Citation

  • Wagner Hugo Bonat & Bent Jørgensen, 2016. "Multivariate covariance generalized linear models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(5), pages 649-675, November.
    • Handle: RePEc:bla:jorssc:v:65:y:2016:i:5:p:649-675
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/rssc.12145
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Miguel A. Martinez-Beneito, 2013. "A general modelling framework for multivariate disease mapping," Biometrika, Biometrika Trust, vol. 100(3), pages 539-553.
    2. Shi, Peng & Valdez, Emiliano A., 2014. "Multivariate negative binomial models for insurance claim counts," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 18-29.
    3. Hadfield, Jarrod D., 2010. "MCMC Methods for Multi-Response Generalized Linear Mixed Models: The MCMCglmm R Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i02).
    4. Weiping Zhang & Chenlei Leng & Cheng Yong Tang, 2015. "A joint modelling approach for longitudinal studies," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(1), pages 219-238, January.
    5. Julian Besag & Jeremy York & Annie Mollié, 1991. "Bayesian image restoration, with two applications in spatial statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 1-20, March.
    6. Raydonal Ospina & Silvia Ferrari, 2010. "Inflated beta distributions," Statistical Papers, Springer, vol. 51(1), pages 111-126, January.
    7. Jianxin Pan, 2003. "On modelling mean-covariance structures in longitudinal studies," Biometrika, Biometrika Trust, vol. 90(1), pages 239-244, March.
    8. Deb, Partha & Trivedi, Pravin K, 1997. "Demand for Medical Care by the Elderly: A Finite Mixture Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 313-336, May-June.
    9. Wagner Hugo Bonat & Paulo Justiniano Ribeiro & Walmes Marques Zeviani, 2015. "Likelihood analysis for a class of beta mixed models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(2), pages 252-266, February.
    10. Pourahmadi, Mohsen & Daniels, Michael J. & Park, Trevor, 2007. "Simultaneous modelling of the Cholesky decomposition of several covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 568-587, March.
    11. Lindgren, Finn & Rue, Håvard, 2015. "Bayesian Spatial Modelling with R-INLA," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i19).
    12. Mariana Rodrigues-Motta & Hildete P. Pinheiro & Eduardo G. Martins & M�rcio S. Araújo & S�rgio F. dos Reis, 2013. "Multivariate models for correlated count data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(7), pages 1586-1596, July.
    13. Martin, Andrew D. & Quinn, Kevin M. & Park, Jong Hee, 2011. "MCMCpack: Markov Chain Monte Carlo in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 42(i09).
    14. Krupskii, Pavel & Joe, Harry, 2013. "Factor copula models for multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 85-101.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ricardo Rasmussen Petterle & Wagner Hugo Bonat & Cassius Tadeu Scarpin, 2019. "Quasi-beta Longitudinal Regression Model Applied to Water Quality Index Data," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(2), pages 346-368, June.
    2. Soltani, Ali & Roohani Qadikolaei, Mohsen, 2024. "Space-time analysis of accident frequency and the role of built environment in mitigation," Transport Policy, Elsevier, vol. 150(C), pages 189-205.
    3. Kokonendji, Célestin C. & Puig, Pedro, 2018. "Fisher dispersion index for multivariate count distributions: A review and a new proposal," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 180-193.
    4. Maria Victoria Ibañez & Marina Martínez-Garcia & Amelia Simó, 2021. "A Review of Spatiotemporal Models for Count Data in R Packages. A Case Study of COVID-19 Data," Mathematics, MDPI, vol. 9(13), pages 1-23, July.
    5. Célestin C. Kokonendji & Aboubacar Y. Touré & Amadou Sawadogo, 2020. "Relative variation indexes for multivariate continuous distributions on $$[0,\infty )^k$$[0,∞)k and extensions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(2), pages 285-307, June.
    6. W. H. Bonat & J. Olivero & M. Grande-Vega & M. A. Farfán & J. E. Fa, 2017. "Modelling the Covariance Structure in Marginal Multivariate Count Models: Hunting in Bioko Island," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(4), pages 446-464, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. W. H. Bonat & J. Olivero & M. Grande-Vega & M. A. Farfán & J. E. Fa, 2017. "Modelling the Covariance Structure in Marginal Multivariate Count Models: Hunting in Bioko Island," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(4), pages 446-464, December.
    2. Bakar, Khandoker Shuvo & Sahu, Sujit K., 2015. "spTimer: Spatio-Temporal Bayesian Modeling Using R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i15).
    3. Ying C. MacNab, 2018. "Some recent work on multivariate Gaussian Markov random fields," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 497-541, September.
    4. Johnson, Blair T. & Sisti, Anthony & Bernstein, Mary & Chen, Kun & Hennessy, Emily A. & Acabchuk, Rebecca L. & Matos, Michaela, 2021. "Community-level factors and incidence of gun violence in the United States, 2014–2017," Social Science & Medicine, Elsevier, vol. 280(C).
    5. F. Corpas-Burgos & P. Botella-Rocamora & M. A. Martinez-Beneito, 2019. "On the convenience of heteroscedasticity in highly multivariate disease mapping," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1229-1250, December.
    6. Luca Grassetti & Laura Rizzi, 2019. "The determinants of individual health care expenditures in the Italian region of Friuli Venezia Giulia: evidence from a hierarchical spatial model estimation," Empirical Economics, Springer, vol. 56(3), pages 987-1009, March.
    7. William Gonzalez Daza & Renata L. Muylaert & Thadeu Sobral-Souza & Victor Lemes Landeiro, 2023. "Malaria Risk Drivers in the Brazilian Amazon: Land Use—Land Cover Interactions and Biological Diversity," IJERPH, MDPI, vol. 20(15), pages 1-16, August.
    8. Getayeneh Antehunegn Tesema & Zemenu Tadesse Tessema & Stephane Heritier & Rob G. Stirling & Arul Earnest, 2023. "A Systematic Review of Joint Spatial and Spatiotemporal Models in Health Research," IJERPH, MDPI, vol. 20(7), pages 1-24, March.
    9. Waterman, I. & Marek, L. & Ahuriri-Driscoll, A. & Mohammed, J. & Epton, M. & Hobbs, M., 2024. "Investigating the spatial and temporal variation of vape retailer provision in New Zealand: A cross-sectional and nationwide study," Social Science & Medicine, Elsevier, vol. 349(C).
    10. Phillip Li, 2018. "Efficient MCMC estimation of inflated beta regression models," Computational Statistics, Springer, vol. 33(1), pages 127-158, March.
    11. Guney, Yesim & Arslan, Olcay & Yavuz, Fulya Gokalp, 2022. "Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm," Journal of Multivariate Analysis, Elsevier, vol. 191(C).
    12. Lee, Keunbaik & Lee, Chang-Hoon & Kwak, Min-Sun & Jang, Eun Jin, 2021. "Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions," Computational Statistics & Data Analysis, Elsevier, vol. 156(C).
    13. Chien-Chou Chen & Guo-Jun Lo & Ta-Chien Chan, 2022. "Spatial Analysis on Supply and Demand of Adult Surgical Masks in Taipei Metropolitan Areas in the Early Phase of the COVID-19 Pandemic," IJERPH, MDPI, vol. 19(11), pages 1-12, May.
    14. Ropo E. Ogunsakin & Themba G. Ginindza, 2022. "Bayesian Spatial Modeling of Diabetes and Hypertension: Results from the South Africa General Household Survey," IJERPH, MDPI, vol. 19(15), pages 1-17, July.
    15. Chen, Yewen & Chang, Xiaohui & Luo, Fangzhi & Huang, Hui, 2023. "Additive dynamic models for correcting numerical model outputs," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
    16. Jamie M. Madden & Simon More & Conor Teljeur & Justin Gleeson & Cathal Walsh & Guy McGrath, 2021. "Population Mobility Trends, Deprivation Index and the Spatio-Temporal Spread of Coronavirus Disease 2019 in Ireland," IJERPH, MDPI, vol. 18(12), pages 1-16, June.
    17. Ying C. MacNab, 2018. "Rejoinder on: Some recent work on multivariate Gaussian Markov random fields," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 554-569, September.
    18. Mabel Morales-Otero & Vicente Núñez-Antón, 2021. "Comparing Bayesian Spatial Conditional Overdispersion and the Besag–York–Mollié Models: Application to Infant Mortality Rates," Mathematics, MDPI, vol. 9(3), pages 1-33, January.
    19. Álvaro Briz‐Redón & Jorge Mateu & Francisco Montes, 2022. "Identifying crime generators and spatially overlapping high‐risk areas through a nonlinear model: A comparison between three cities of the Valencian region (Spain)," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 76(1), pages 97-120, February.
    20. Ying C. MacNab, 2023. "On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 263-293, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:65:y:2016:i:5:p:649-675. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.