A robust algorithm for estimating regression and dispersion parameters in non-stationary longitudinally correlated Com-Poisson data
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Publication:2804226
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Cites work
- A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution
- Analysing longitudinal count data with overdispersion
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
- Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
- Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
- Some Covariance Models for Longitudinal Count Data with Overdispersion
- Weighted Poisson distributions for overdispersion and underdispersion situations
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
Cited in
(7)- A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
- Efficient estimation of COM-Poisson regression and a generalized additive model
- Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
- Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
- Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
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