Abstract Details
Activity Number:
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317
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Type:
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Contributed
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Date/Time:
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Tuesday, August 11, 2015 : 8:30 AM to 10:20 AM
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Sponsor:
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SSC
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Abstract #317618
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View Presentation
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Title:
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Modeling Temporally Correlated Multivariate Counts with Excess Zeros
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Author(s):
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Gary Sneddon* and Tariqul Hasan and Renjun Ma
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Companies:
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Mount Saint Vincent University and University of New Brunswick and University of New Brunswick
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Keywords:
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compound Poisson ;
discrete observations ;
correlation ;
time series ;
quasi-likelihood ;
zero-inflated
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Abstract:
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Multivariate discrete time series counts with excessive zeros frequently occur in in a variety of disciplines. An appropriate analysis of such data has to account for serial correlation over time, correlation between the multivariate responses, and excessive zeros. Our proposed model uses a serially correlated random effect series shared by each set of responses to account for a common temporal trend. A key feature of our model is the incorporation of a compound Poisson random effect series into a Poisson model for each response to capture excessive zeros and additional variation. We will discuss parameter estimation for this model and illustrate the method in a numerical example.
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Authors who are presenting talks have a * after their name.
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