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Activity Number: 61
Type: Topic Contributed
Date/Time: Sunday, July 31, 2016 : 4:00 PM to 5:50 PM
Sponsor: Government Statistics Section
Abstract #321193
Title: Recent Developments in Multivariate Count Data and Ordered Response Models
Author(s): Shiferaw Gurmu*
Companies: Georgia State University
Keywords: Multivariate counts ; Bivariate ordered probit ; Negative correlation ; Mixture models ; Series estimation ; Bayesian methods
Abstract:

This paper surveys parametric and semiparametric methods for multivariate count data and ordered response models, with particular emphasis on bivariate regression models. The paper covers cross sectional and, to some extent, panel data methods. The study emphasizes models that allow for both positive and negative correlations between count dependent variables. Model extensions that accommodate excess of zeros, truncation, and censoring are considered. Illustrative examples, results from Monte Carlo experiments and applications are discussed.


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