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Contribution Details

Type Journal Article
Scope Discipline-based scholarship
Title Markov chain Monte Carlo analysis of correlated count data
Organization Unit
Authors
  • Siddhartha Chib
  • Rainer Winkelmann
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Journal of Business & Economic Statistics
Publisher American Statistical Association
Geographical Reach international
ISSN 0735-0015
Volume 19
Number 4
Page Range 428 - 435
Date 2001
Abstract Text This article is concerned with the analysis of correlated count data. A class of models is proposed in which the correlation among the counts is represented by correlated latent effects. Special cases of the model are discussed and a tuned and efficient Markov chain Monte Carlo algorithm is developed to estimate the model under both multivariate normal and multivariate-t assumptions on the latent effects. The methods are illustrated with two real data examples of six and sixteen variate correlated counts.
Digital Object Identifier 10.1198/07350010152596673
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