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Markov chain Monte Carlo analysis of correlated count data

Chib, Siddhartha; Winkelmann, Rainer (2001). Markov chain Monte Carlo analysis of correlated count data. Journal of Business & Economic Statistics, 19(4):428-435.

Abstract

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.

Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Economics
Dewey Decimal Classification:330 Economics
Scopus Subject Areas:Physical Sciences > Statistics and Probability
Social Sciences & Humanities > Social Sciences (miscellaneous)
Social Sciences & Humanities > Economics and Econometrics
Social Sciences & Humanities > Statistics, Probability and Uncertainty
Scope:Discipline-based scholarship (basic research)
Language:English
Date:2001
Deposited On:11 Feb 2008 12:21
Last Modified:01 Sep 2024 01:36
Publisher:American Statistical Association
ISSN:0735-0015
OA Status:Green
Publisher DOI:https://doi.org/10.1198/07350010152596673
Other Identification Number:merlin-id:2025

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