IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v35y2008i4p597-612.html
   My bibliography  Save this article

On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data

Author

Listed:
  • BRAJENDRA C. SUTRADHAR
  • VANDNA JOWAHEER
  • GARY SNEDDON

Abstract

. In this paper, conditional on random family effects, we consider an auto‐regression model for repeated count data and their corresponding time‐dependent covariates, collected from the members of a large number of independent families. The count responses, in such a set up, unconditionally exhibit a non‐stationary familial–longitudinal correlation structure. We then take this two‐way correlation structure into account, and develop a generalized quasilikelihood (GQL) approach for the estimation of the regression effects and the familial correlation index parameter, whereas the longitudinal correlation parameter is estimated by using the well‐known method of moments. The performance of the proposed estimation approach is examined through a simulation study. Some model mis‐specification effects are also studied. The estimation methodology is illustrated by analysing real life healthcare utilization count data collected from 36 families of size four over a period of 4 years.

Suggested Citation

  • Brajendra C. Sutradhar & Vandna Jowaheer & Gary Sneddon, 2008. "On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(4), pages 597-612, December.
    • Handle: RePEc:bla:scjsta:v:35:y:2008:i:4:p:597-612
    DOI: 10.1111/j.1467-9469.2008.00607.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9469.2008.00607.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9469.2008.00607.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Wooldridge, Jeffrey M., 1999. "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, Elsevier, vol. 90(1), pages 77-97, May.
    2. Freeland, R. K. & McCabe, B. P. M., 2004. "Forecasting discrete valued low count time series," International Journal of Forecasting, Elsevier, vol. 20(3), pages 427-434.
    3. Jianxin Pan, 2003. "On modelling mean-covariance structures in longitudinal studies," Biometrika, Biometrika Trust, vol. 90(1), pages 239-244, March.
    4. M. Pourahmadi & M. J. Daniels, 2002. "Dynamic Conditionally Linear Mixed Models for Longitudinal Data," Biometrics, The International Biometric Society, vol. 58(1), pages 225-231, March.
    5. Sutradhar, Brajendra C. & Jowaheer, Vandna, 2003. "On familial longitudinal Poisson mixed models with gamma random effects," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 398-412, November.
    Full references (including those not matched with items on IDEAS)

    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. Lee, Keunbaik & Yoo, Jae Keun, 2014. "Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 111-116.
    2. Lee, Keunbaik & Lee, JungBok & Hagan, Joseph & Yoo, Jae Keun, 2012. "Modeling the random effects covariance matrix for generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1545-1551.
    3. Xueying Zheng & Wing Fung & Zhongyi Zhu, 2013. "Robust estimation in joint mean–covariance regression model for longitudinal data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 617-638, August.
    4. Bono, Pierre-Henri & David, Quentin & Desbordes, Rodolphe & Py, Loriane, 2022. "Metro infrastructure and metropolitan attractiveness," Regional Science and Urban Economics, Elsevier, vol. 93(C).
    5. Iain M. Cockburn & Megan J. MacGarvie, 2011. "Entry and Patenting in the Software Industry," Management Science, INFORMS, vol. 57(5), pages 915-933, May.
    6. Nathan Craig & Nicole DeHoratius & Ananth Raman, 2016. "The Impact of Supplier Inventory Service Level on Retailer Demand," Manufacturing & Service Operations Management, INFORMS, vol. 18(4), pages 461-474, October.
    7. Piyapas Tharavanij, 2007. "Capital Market, Frequency Of Recession, And Fraction Of Time The Economy In Recession," Monash Economics Working Papers 34-07, Monash University, Department of Economics.
    8. Breinlich, Holger, 2008. "Trade liberalization and industrial restructuring through mergers and acquisitions," Journal of International Economics, Elsevier, vol. 76(2), pages 254-266, December.
    9. Hussinger, Katrin & Pellens, Maikel, 2019. "Guilt by association: How scientific misconduct harms prior collaborators," Research Policy, Elsevier, vol. 48(2), pages 516-530.
    10. Schertler, Andrea & Tykvová, Tereza, 2011. "Venture capital and internationalization," International Business Review, Elsevier, vol. 20(4), pages 423-439, August.
    11. Semken, Christoph & Hay, Colin, 2021. "Gauging the gravity of the situation: The use and abuse of expertise in estimating the economic costs of Brexit," MaxPo Discussion Paper Series 21/3, Max Planck Sciences Po Center on Coping with Instability in Market Societies (MaxPo).
    12. Czarnitzki, Dirk & Doherr, Thorsten & Hussinger, Katrin & Schliessler, Paula & Toole, Andrew A., 2016. "Knowledge Creates Markets: The influence of entrepreneurial support and patent rights on academic entrepreneurship," European Economic Review, Elsevier, vol. 86(C), pages 131-146.
    13. Ming, Yaxin & Deng, Huixin & Wu, Xiaoyue, 2022. "The negative effect of air pollution on people's pro-environmental behavior," Journal of Business Research, Elsevier, vol. 142(C), pages 72-87.
    14. Hardy, Wojciech, 2021. "Displacement from piracy in the American comic book market," Information Economics and Policy, Elsevier, vol. 57(C).
    15. Jonathan Colmer, 2013. "Climate Variability, Child Labour and Schooling: Evidence on the Intensive and Extensive Margin," GRI Working Papers 132, Grantham Research Institute on Climate Change and the Environment.
    16. Branstetter, Lee & Chatterjee, Chirantan & Higgins, Matthew J., 2022. "Generic competition and the incentives for early-stage pharmaceutical innovation," Research Policy, Elsevier, vol. 51(10).
    17. Fischer, Stefanie & Royer, Heather & White, Corey, 2017. "The Impacts of Reduced Access to Abortion and Family Planning Services: Evidence from Texas," IZA Discussion Papers 10920, Institute of Labor Economics (IZA).
    18. Desbordes, Rodolphe & Vicard, Vincent, 2009. "Foreign direct investment and bilateral investment treaties: An international political perspective," Journal of Comparative Economics, Elsevier, vol. 37(3), pages 372-386, September.
    19. Shah, Nitesh R. & Ziedan, Abubakr & Brakewood, Candace & Cherry, Christopher R., 2023. "Shared e-scooter service providers with large fleet size have a competitive advantage: Findings from e-scooter demand and supply analysis of Nashville, Tennessee," Transportation Research Part A: Policy and Practice, Elsevier, vol. 178(C).
    20. Benjamin A. Olken & Monica Singhal, 2011. "Informal Taxation," American Economic Journal: Applied Economics, American Economic Association, vol. 3(4), pages 1-28, October.

    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:scjsta:v:35:y:2008:i:4:p:597-612. 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: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    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.