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Type | Journal Article |
Scope | Discipline-based scholarship |
Title | Markov chain Monte Carlo analysis of correlated count data |
Organization Unit | |
Authors |
|
Item Subtype | Original Work |
Refereed | Yes |
Status | Published in final form |
Language |
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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 |
PDF File | Download from ZORA |
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