A robust algorithm for estimating regression and dispersion parameters in non-stationary longitudinally correlated Com-Poisson data

DOI10.1112/S1461157015000339zbMATH Open1338.65024MaRDI QIDQ2804226FDOQ2804226

Authors: Naushad Mamode Khan 

Publication date: 28 April 2016

Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Cites Work

• A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• Some Covariance Models for Longitudinal Count Data with Overdispersion
• Analysing longitudinal count data with overdispersion
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
• Weighted Poisson distributions for overdispersion and underdispersion situations
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
• Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model

Cited In (7)

• Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
• Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
• Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
• Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
• Efficient estimation of COM-Poisson regression and a generalized additive model
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
• A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series

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