Correlation in the Bivariate Poisson Regression Model

We consider a bivariate Poisson model that is based on the lognormal heterogeneity model. Two recent applications have used this model. We suggest that the correlation estimated in their model frameworks is an ambiguous measure of the correlation of the variables of interest, and may substantially overstate it. We conclude with a detailed application of the proposed method using the data employed in one of the two aforementioned bivariate Poisson studies

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Year of publication:	2008
Authors:	Greene, William H.
Publisher:	[S.l.] : SSRN
Subject:	Wahrscheinlichkeitsrechnung \| Probability theory \| Schätztheorie \| Estimation theory \| Korrelation \| Correlation \| Regressionsanalyse \| Regression analysis

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Extent:	1 Online-Ressource (18 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Leonard N. Stern School of Business Paper No. ISSN 1547-3651 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2007 erstellt
Other identifiers:	10.2139/ssrn.990011 [DOI]
Classification:	C14 - Semiparametric and Nonparametric Methods ; C23 - Models with Panel Data ; C25 - Discrete Regression and Qualitative Choice Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014026074