Bayesian Analysis of Multivariate Count Data

Siddhartha Chib and Rainer Winkelmann

No 263791, Department of Economics Discussion Papers from University of Canterbury - New Zealand

Abstract: This paper is concerned with the analysis of multivariate count data. A class of models is proposed, based on the work of Aitchison and Ho (1989), in which the correlation amongst the counts is represented by correlated, outcome-specific, latent effects. Several interesting special cases of the model are discussed and a tuned and efficient Markov chain Monte Carlo algorithm is developed to estimate the model. The ideas are illustrated with three real data examples of trivariate to sixteen variate correlated counts.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 22
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Persistent link: https://EconPapers.repec.org/RePEc:ags:canzdp:263791

DOI: 10.22004/ag.econ.263791

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