Flexible Bivariate Count Data Regression Models

Shiferaw Gurmu and John Elder

Journal of Business & Economic Statistics, 2011, vol. 30, issue 2, 265-274

Abstract: The article develops a semiparametric estimation method for the bivariate count data regression model. We develop a series expansion approach in which dependence between count variables is introduced by means of stochastically related unobserved heterogeneity components, and in which, unlike existing commonly used models, positive as well as negative correlations are allowed. Extensions that accommodate excess zeros, censored data, and multivariate generalizations are also given. Monte Carlo experiments and an empirical application to tobacco use confirms that the model performs well relative to existing bivariate models, in terms of various statistical criteria and in capturing the range of correlation among dependent variables. This article has supplementary materials online.

Date: 2011
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/07350015.2011.638816

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