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Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | Duration dependence and dispersion in count - data models |
| Organization Unit | |
| Authors |
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| 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 | 13 |
| Number | 4 |
| Page Range | 467 - 474 |
| Date | 1995 |
| Abstract Text | This paper explores the relation between non-exponential waiting times between events and the distribution of the number of events in a fixed time interval. It is shown that within this framework the frequently observed phenomenon of overdispersion, i.e. a variance that exceeds the mean, is caused by a decreasing hazard function of the waiting times, while an increasing hazard function leads to underdispersion. Using the assumption of i.i.d. gamma distributed waiting times, a new count data model is derived. Its use is illustrated in two applications: the number of births, and the number of doctor consultations. |
| Related URLs | |
| Digital Object Identifier | 10.2307/1392392 |
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