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In this paper we consider ML estimation for a broad class of parameter-driven models for discrete dependent variables with spatial correlation. Under this class of models, which includes spatial discrete choice models, spatial Tobit models and spatial count data models, the dependent variable is...
Persistent link: https://www.econbiz.de/10009685715
Persistent link: https://www.econbiz.de/10011587556
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PRELIMINARY DRAFT We discuss maximum likelihood (ML) analysis for panel count data models, in which the observed counts are linked via a measurement density to a latent Gaussian process with spatial as well as temporal dynamics and random effects. For likelihood evaluation requiring...
Persistent link: https://www.econbiz.de/10011301727
We propose a generic algorithm for numerically accurate likelihood evaluation of a broad class of spatial models characterized by a high-dimensional latent Gaussian process and non-Gaussian response variables. The class of models under consideration includes specifications for discrete choices,...
Persistent link: https://www.econbiz.de/10013036112
We develop a panel data count model combined with a latent Gaussian spatio-temporal heterogenous state process to analyze monthly severe crimes at the census tract level in Pittsburgh, Pennsylvania. Our data set combines Uniform Crime Reporting data with socio-economic data from the 2000 census....
Persistent link: https://www.econbiz.de/10014135197
In this paper we consider ML estimation for a broad class of parameter-driven models for discrete dependent variables with spatial correlation. Under this class of models, which includes spatial discrete choice models, spatial Tobit models and spatial count data models, the dependent variable is...
Persistent link: https://www.econbiz.de/10010954827
In this paper we consider ML estimation for a broad class of parameter-driven models for discrete dependent variables with spatial correlation. Under this class of models, which includes spatial discrete choice models, spatial Tobit models and spatial count data models, the dependent variable is...
Persistent link: https://www.econbiz.de/10010311098