An INAR(1) negative multinomial regression model for longitudinal count data

DOI10.1007/BF02294319MaRDI QIDQ2250659zbMATH OpenFDO

Authors Ulf Böckenholt

Publication date 18 July 2014

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02294319

zbMATH Keywords

binomial thinningMarkov modelsPoisson distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to psychology (62P15)

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• Modeling time series of counts with a new class of INAR(1) model
• Modelling time series of counts: an INAR approach

Cites work

• A Class of Distributions Applicable to Accidents
• Discrete analogues of self-decomposability and stability
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• Longitudinal data analysis using generalized linear models
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Mixed Poisson Likelihood Regression Models for Longitudinal Interval Count Data
• Negative binomial and mixed poisson regression
• On the Distribution of the Likelihood Ratio
• Some ARMA models for dependent sequences of poisson counts
• Some Covariance Models for Longitudinal Count Data with Overdispersion

Cited in

(9)

• Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
• Correlated risks vs contagion in stochastic transition models
• A multinomial autoregressive model for finite-range time series of counts
• Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
• Generalized RCINAR(p) Process with Signed Thinning Operator
• Analysing State Dependences in Emotional Experiences by Dynamic Count Data Models
• Inference for random coefficient INAR(1) process based on frequency domain analysis
• A general family of limited information goodness-of-fit statistics for multinomial data
• The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models

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Uses Software

• GAUSS

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