Bayesian-type count data models with varying coefficients: estimation and testing in the presence of overdispersion

DOI10.1002/ASMB.441MaRDI QIDQ2739983zbMATH OpenOpenAlexFDO

Authors Ludwig Fahrmeir, Jochen Mayer

Publication date 16 September 2001

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.441

zbMATH Keywords

count dataoverdispersionvarying coefficientsposterior mode

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 1012992 (Why is no real title available?)
• Comparing nonparametric versus parametric regression fits
• Estimation and comparison of multiple change-point models
• On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression
• On model diagnostics using varying coefficient models
• Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
• Penalized likelihood smoothing in robust state space models.
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models

Cited in

(4)

• Parametric and nonparametric Bayesian model specification: a case study involving models for count data
• A Bayesian approach to analyse overdispersed longitudinal count data
• The Bayesian restricted Conway-Maxwell-binomial model to control dispersion in count data
• Variable selection and model comparison of regression models on count data with overdispersion

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