Semiparametric estimation of outbreak regression

Marianne Frisén, Eva Andersson () and Kjell Pettersson ()
Additional contact information
Eva Andersson: Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University, Postal: Statistical Research Unit, Göteborg University, Box 640, SE 40530 GÖTEBORG
Kjell Pettersson: Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University, Postal: Statistical Research Unit, Göteborg University, Box 640, SE 40530 GÖTEBORG

No 2007:13, Research Reports from Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg

Abstract: A regression may be constant for small values of the independent variable (for example time), but then a monotonic increase starts. Such an “outbreak” regression is of interest for example in the study of the outbreak of an epidemic disease. We give the least square estimators for this outbreak regression without assumption of a parametric regression function. It is shown that the least squares estimators are also the maximum likelihood estimators for distributions in the regular exponential family such as the Gaussian or Poisson distribution. The approach is thus semiparametric. The method is applied to Swedish data on influenza, and the properties are demonstrated by a simulation study. The consistency of the estimator is proved.

Keywords: Constant Base-line; Monotonic change; Exponential family (search for similar items in EconPapers)
JEL-codes: C10 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-hea
Date: 2008-02-04
References: Add references at CitEc
Citations Track citations by RSS feed

Published as Frisén, Marianne, Eva Andersson and Kjell Pettersson, 'Semiparametric estimation of outbreak regression' in Statistics, 2010, pages 107-117.

Downloads: (external link)
http://hdl.handle.net/2077/10526 (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:hhs:gunsru:2007_013

Access Statistics for this paper

More papers in Research Reports from Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg
Address: Statistical Research Unit, University of Gothenburg, Box 640, SE 40530 GÖTEBORG
Series data maintained by Linus Schiöler (). This e-mail address is bad, please contact .