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A Multivariate Generalized Poisson Regression Model

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  • Felix Famoye

Abstract

A multivariate generalized Poisson regression model based on the multivariate generalized Poisson distribution is defined and studied. The regression model can be used to describe a count data with any type of dispersion. The model allows for both positive and negative correlation between any pair of the response variables. The parameters of the regression model are estimated by using the maximum likelihood method. Some test statistics are discussed, and two numerical data sets are used to illustrate the applications of the multivariate count data regression model.

Suggested Citation

  • Felix Famoye, 2015. "A Multivariate Generalized Poisson Regression Model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(3), pages 497-511, February.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:3:p:497-511
    DOI: 10.1080/03610926.2012.743565
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    Cited by:

    1. Rolf Larsson, 2020. "Discrete factor analysis using a dependent Poisson model," Computational Statistics, Springer, vol. 35(3), pages 1133-1152, September.
    2. Purhadi & Sutikno & Sarni Maniar Berliana & Dewi Indra Setiawan, 2021. "Geographically weighted bivariate generalized Poisson regression: application to infant and maternal mortality data," Letters in Spatial and Resource Sciences, Springer, vol. 14(1), pages 79-99, April.
    3. Carallo, Giulia & Casarin, Roberto & Robert, Christian P., 2024. "Generalized Poisson difference autoregressive processes," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1359-1390.
    4. Sarni Maniar Berliana & Purhadi & Sutikno & Santi Puteri Rahayu, 2020. "Parameter Estimation and Hypothesis Testing of Geographically Weighted Multivariate Generalized Poisson Regression," Mathematics, MDPI, vol. 8(9), pages 1-14, September.
    5. Lluís Bermúdez & Dimitris Karlis, 2021. "Multivariate INAR(1) Regression Models Based on the Sarmanov Distribution," Mathematics, MDPI, vol. 9(5), pages 1-13, March.
    6. Ousmane Diao & P.-A. Absil & Mouhamadou Diallo, 2023. "Generalized Linear Models to Forecast Malaria Incidence in Three Endemic Regions of Senegal," IJERPH, MDPI, vol. 20(13), pages 1-27, July.

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