Reduced-rank vector generalized linear models with two linear predictors
Author
Abstract
Suggested Citation
DOI: 10.1016/j.csda.2013.01.012
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- D. J. Fletcher, 2012. "Estimating overdispersion when fitting a generalized linear model to sparse data," Biometrika, Biometrika Trust, vol. 99(1), pages 230-237.
- Heinen, Andréas & Rengifo, Erick, 2008.
"Multivariate reduced rank regression in non-Gaussian contexts, using copulas,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2931-2944, February.
- HEINEN, Andréas & RENGIFO, Erick, 2004. "Multivariate reduced rank regression in non-Gaussian contexts, using copulas," LIDAM Discussion Papers CORE 2004032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Liu, Hai & Chan, Kung-Sik, 2010. "Introducing COZIGAM: An R Package for Unconstrained and Constrained Zero-Inflated Generalized Additive Model Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 35(i11).
- Neykov, N.M. & Filzmoser, P. & Neytchev, P.N., 2012. "Robust joint modeling of mean and dispersion through trimming," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 34-48, January.
- Winkelmann, Rainer & Zimmermann, Klaus F, 1995. "Recent Developments in Count Data Modelling: Theory and Application," Journal of Economic Surveys, Wiley Blackwell, vol. 9(1), pages 1-24, March.
- A. Colin Cameron & Pravin K. Trivedi, 1986.
"Econometric models based on count data. Comparisons and applications of some estimators and tests,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(1), pages 29-53, January.
- Cameron, A Colin & Trivedi, Pravin K, 1986. "Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(1), pages 29-53, January.
- Zeileis, Achim & Kleiber, Christian & Jackman, Simon, 2008.
"Regression Models for Count Data in R,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i08).
- Jackman, Simon & Kleiber, Christian & Zeileis, Achim, 2007. "Regression Models for Count Data in R," Working papers 2007/24, Faculty of Business and Economics - University of Basel.
- Izenman, Alan Julian, 1975. "Reduced-rank regression for the multivariate linear model," Journal of Multivariate Analysis, Elsevier, vol. 5(2), pages 248-264, June.
- Yee, Thomas W., 2010. "The VGAM Package for Categorical Data Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i10).
- R. A. Rigby & D. M. Stasinopoulos, 2005. "Generalized additive models for location, scale and shape," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(3), pages 507-554, June.
- Greene, William, 2008. "Functional forms for the negative binomial model for count data," Economics Letters, Elsevier, vol. 99(3), pages 585-590, June.
- Li, Shubiao & Yang, Fang & Famoye, Felix & Lee, Carl & Black, Dennis, 2011. "Quasi-negative binomial distribution: Properties and applications," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2363-2371, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bach, Philipp & Farbmacher, Helmut & Spindler, Martin, 2018.
"Semiparametric count data modeling with an application to health service demand,"
Econometrics and Statistics, Elsevier, vol. 8(C), pages 125-140.
- Bach, P. & Farbmacher, H. & Spindler, M., 2016. "Semiparametric Count Data Modeling with an Application to Health Service Demand," Health, Econometrics and Data Group (HEDG) Working Papers 16/20, HEDG, c/o Department of Economics, University of York.
- Bach, Philipp & Farbmacher, Helmut & Spindler, Martin, 2017. "Semiparametric count data modeling with an application to health service demand," hche Research Papers 15, University of Hamburg, Hamburg Center for Health Economics (hche).
- Thomas Yee & Alfian Hadi, 2014. "Row–column interaction models, with an R implementation," Computational Statistics, Springer, vol. 29(6), pages 1427-1445, 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.- Greene, William, 2007.
"Functional Form and Heterogeneity in Models for Count Data,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 1(2), pages 113-218, August.
- William Greene, 2007. "Functional Form and Heterogeneity in Models for Count Data," Working Papers 07-9, New York University, Leonard N. Stern School of Business, Department of Economics.
- Jong-Hyun Kim & Yong-Gil Lee, 2021. "Factors of Collaboration Affecting the Performance of Alternative Energy Patents in South Korea from 2010 to 2017," Sustainability, MDPI, vol. 13(18), pages 1-25, September.
- Niklas Elert, 2014.
"What determines entry? Evidence from Sweden,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 53(1), pages 55-92, August.
- Elert, Niklas, 2012. "What determines entry? Evidence from Sweden," Ratio Working Papers 195, The Ratio Institute.
- Christian Kleiber & Achim Zeileis, 2016.
"Visualizing Count Data Regressions Using Rootograms,"
The American Statistician, Taylor & Francis Journals, vol. 70(3), pages 296-303, July.
- Christian Kleiber & Achim Zeileis, 2014. "Visualizing Count Data Regressions Using Rootograms," Working Papers 2014-20, Faculty of Economics and Statistics, Universität Innsbruck.
- Kleiber, Christian & Zeileis, Achim, 2014. "Visualizing Count Data Regressions Using Rootograms," Working papers 2014/13, Faculty of Business and Economics - University of Basel.
- Raguragavan, Jananee & Hailu, Atakelty & Burton, Michael, 2013.
"Economic Valuation of Recreational Fishing in Western Australia: Statewide Random Utility Modelling of Fishing Site Choice Behaviour,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 1-20.
- Jananee Raguragavan & Atakelty Hailu & Michael Burton, 2013. "Economic valuation of recreational fishing in Western Australia: statewide random utility modelling of fishing site choice behaviour," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 539-558, October.
- Niamh Brennan & Claire Marston, 1999. "A comparative analysis of required financial disclosures in US, UK and international accounting standards," Open Access publications 10197/2969, Research Repository, University College Dublin.
- Riithi, Alexander Njuguna & Irungu, Patrick & Munei , Kimpei, 2015. "Determinants Of Choice Of Alternative Livelihood Diversification Strategies In Solio Resettlement Scheme, Kenya," Dissertations and Theses 269714, University of Nairobi, Department of Agricultural Economics.
- Mwololo, H. & Nzuma, J. & Ritho, C., 2018. "Is Agricultural Extension a Determinant of Farm Diversification - Evidence from Kenya," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277357, International Association of Agricultural Economists.
- Derya Bilgin & Sibel Selim, 2021. "Analysis in Terms of Adaptation Hypothesis of the Spatial Relationship Between Migration And Fertility in Turkey," Journal of Economy Culture and Society, Istanbul University, Faculty of Economics, vol. 64(64), pages 47-72, December.
- Wan Jing Low & Paul Wilson & Mike Thelwall, 2016. "Stopped sum models and proposed variants for citation data," Scientometrics, Springer;Akadémiai Kiadó, vol. 107(2), pages 369-384, May.
- Francisco Fernando & Ribeiro Ramos, 1999. "Underreporting of purchases of port wine," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(4), pages 485-494.
- Christian Balcells, 2022. "Determinants of firm boundaries and organizational performance: an empirical investigation of the Chilean truck market," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 423-461, April.
- Addisu Jember Zeleke & Serena Moscato & Rossella Miglio & Lorenzo Chiari, 2022. "Length of Stay Analysis of COVID-19 Hospitalizations Using a Count Regression Model and Quantile Regression: A Study in Bologna, Italy," IJERPH, MDPI, vol. 19(4), pages 1-18, February.
- Konstantinos Drakos & Andreas Gofas, 2006. "In Search Of The Average Transnational Terrorist Attack Venue," Defence and Peace Economics, Taylor & Francis Journals, vol. 17(2), pages 73-93.
- Manzoor, Hamad & Rasul, Saira & Ahsan, Henna & Safdar, Aisha, 2017. "Determinants of Parental Choice for Public – Private Schooling of Children:A Study of Rawalpindi-Islamabad," MPRA Paper 96469, University Library of Munich, Germany.
- Bauer, Thomas K. & Million, Andreas & Rotte, Ralph & Zimmermann, Klaus F., 1998. "Immigration Labor and Workplace Safety," IZA Discussion Papers 16, Institute of Labor Economics (IZA).
- Plassmann, Florenz & Tideman, T. Nicolaus, 2000. "A Markov Chain Monte Carlo Analysis of the Effect of Two-Rate Property Taxes on Construction," Journal of Urban Economics, Elsevier, vol. 47(2), pages 216-247, March.
- Niamh Brennan & S. J. Gray, 1998. "Voluntary Disclosure of Profit Forecasts: Factors Influencing Information Disclosed during UK Takeover Bids," Open Access publications 10197/3889, Research Repository, University College Dublin.
- Binder, Stefan & Macfarlane, Gregory S. & Garrow, Laurie A. & Bierlaire, Michel, 2014. "Associations among household characteristics, vehicle characteristics and emissions failures: An application of targeted marketing data," Transportation Research Part A: Policy and Practice, Elsevier, vol. 59(C), pages 122-133.
- David E. Giles, 2022. "Some Consequences of Including Impulse-Indicator Dummy Variables in Econometric Models," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(2), pages 329-336, June.
More about this item
Keywords
Generalized linear models; Negative binomial regression; Overdispersion; Reduced-rank regression; Variance function; Zero-inflated Poisson;All these keywords.
Statistics
Access and download statisticsCorrections
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:eee:csdana:v:71:y:2014:i:c:p:889-902. 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.