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Count data often exhibit overdispersion and/or require an adjustment for zero outcomes with respect to a Poisson model. Zero-modified Poisson (ZMP) and zeromodified generalized Poisson (ZMGP) regression models are useful classes of models for such data. In the literature so far only score tests...
Persistent link: https://www.econbiz.de/10010266215
Poisson regression models for count variables have been utilized in many applications. However, in many problems overdispersion and zeroinflation occur. We study in this paper regression models based on the generalized Poisson distribution (Consul (1989)). These regression models which have been...
Persistent link: https://www.econbiz.de/10010272318
We propose a new class of models, transition measurement error models, to study the effects of covariates and the past responses on the current response in longitudinal studies when one of the covariates is measured with error. We show that the response variable conditional on the error-prone...
Persistent link: https://www.econbiz.de/10009477335
The aim of statistical analysis and inference is to draw meaningful conclusions. In the case where there is prior knowledge of stochastic orderings or inequalities, it is desirable to incorporate this information in the estimation. This avoids possible unrealistic estimates, and may also lead to...
Persistent link: https://www.econbiz.de/10009482960
To model multivariate, possibly heavy-tailed data, we compare the multivariate normal model (N) with two versions of the multivariate Student model: the independent multivariate Student (IT) and the uncorrelated multivariate Student (UT). After recalling some facts about these distributions and...
Persistent link: https://www.econbiz.de/10012611170
The exponentiated Burr Type XII (EBXII) distribution has wide applications in reliability and economic studies. In this article, the estimation of the probability density function and the cumulative distribution function of EBXII distribution is considered. We examine the maximum likelihood...
Persistent link: https://www.econbiz.de/10013444113
A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonacci-type...
Persistent link: https://www.econbiz.de/10013444144
In this paper, a new Poisson area-biased Ailamujia distribution has been formulated to analyse count data. It was created by combining two distributions: the Poisson and area-biased Ailamujia distributions, using the compounding technique. Several distributional properties of the formulated...
Persistent link: https://www.econbiz.de/10013444152
In this study, I investigate the necessary condition for the consistency of the maximum likelihood estimator (MLE) of spatial models with a spatial moving average process in the disturbance term. I show that the MLE of spatial autoregressive and spatial moving average parameters is generally...
Persistent link: https://www.econbiz.de/10011755273
We consider chi-squared type tests for testing the hypothesis H 0 that a density f of observations X1,..., Xn lies in a parametric class of densities F. We consider a version of chi-squared type test using kernel estimates for the density. The main result is, following Liero, Läuter and Konakov...
Persistent link: https://www.econbiz.de/10010310009