Publication: Markov chain Monte Carlo analysis of correlated count data
Markov chain Monte Carlo analysis of correlated count data
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Chib, S., & Winkelmann, R. (2001). Markov chain Monte Carlo analysis of correlated count data. Journal of Business and Economic Statistics, 19(4), 428–435. https://doi.org/10.1198/07350010152596673
Abstract
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This article is concerned with the analysis of correlated count data. A class of models is proposed in which the correlation among the counts is represented by correlated latent effects. Special cases of the model are discussed and a tuned and efficient Markov chain Monte Carlo algorithm is developed to estimate the model under both multivariate normal and multivariate-t assumptions on the latent effects. The methods are illustrated with two real data examples of six and sixteen variate correlated counts.
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- Chib, Siddhartha
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Citations
Chib, S., & Winkelmann, R. (2001). Markov chain Monte Carlo analysis of correlated count data. Journal of Business and Economic Statistics, 19(4), 428–435. https://doi.org/10.1198/07350010152596673
