Uncertainty on the Reproduction Ratio in the SIR Model

Sean Elliott (sean.elliott@mail.utoronto.ca) and Christian Gourieroux (gouriero@ensae.fr)
Additional contact information
Sean Elliott: University of Toronto.
Christian Gourieroux: University of Toronto, Toulouse School of Economics, and CREST.

No 2020-31, Working Papers from Center for Research in Economics and Statistics

Abstract: The aim of this paper is to understand the extreme variability on the estimated reproduction ratio R0 observed in practice. For expository purpose we consider a discrete time stochastic version of the Susceptible-Infected-Recovered (SIR) model, and introduce different approximate maximum likelihood (AML) estimators of R0. We carefully discuss the properties of these estimators and illustrate by a Monte-Carlo study the width of confidence intervals on R0.

Keywords: SIR Model; Reproduction Ratio; COVID-19; Approximate Maximum Likelihood; EpiEstim; Final Size. (search for similar items in EconPapers)
Pages: 54 pages
Date: 2020-12-09
New Economics Papers: this item is included in nep-ecm and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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