Regression Analysis of Count Data

by A. Colin Cameron, Pravin K. Trivedi

Overview

Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. This book, now in its second edition, provides the most comprehensive and up-to-date account of models and methods to interpret such data. The authors combine theory and practice to make sophisticated methods of analysis accessible to researchers and practitioners working with widely different types of data and software in areas such as applied statistics, econometrics, marketing, operations research, actuarial studies, demography, biostatistics and quantitative social sciences. The new material includes new theoretical topics, an updated and expanded treatment of cross-section models, coverage of bootstrap-based and simulation-based inference, expanded treatment of time series, multivariate and panel data, expanded treatment of endogenous regressors, coverage of quantile count regression, and a new chapter on Bayesian methods.

Product Details

ISBN-13:	9781107714250
Publisher:	Cambridge University Press
Publication date:	05/27/2013
Series:	Econometric Society Monographs , #53
Sold by:	Barnes & Noble
Format:	eBook
File size:	12 MB
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About the Author

A. Colin Cameron is Professor of Economics at the University of California, Davis. His research and teaching interests span a range of topics in microeconometrics. He is a past director of the Center on Quantitative Social Science at the University of California, Davis and is currently an associate editor of the Stata Journal. He is coauthor (with Pravin K. Trivedi) of the first edition of Regression Analysis of Count Data (Cambridge, 1998) and of Microeconometrics: Methods and Applications (Cambridge, 2005).
Pravin K. Trivedi is Distinguished Professor and J. H. Rudy Professor of Economics at Indiana University, Bloomington. His research and teaching interests are in microeconometrics and health economics. He served as co-editor of the Econometrics Journal from 2000 to 2007 and has been on the board of Journal of Applied Econometrics since 1988. He is coauthor (with A. Colin Cameron) of the first edition of Regression Analysis of Count Data (Cambridge, 1998) and of Microeconometrics: Methods and Applications (Cambridge, 2005).

Table of Contents

1. Introduction; 2. Model specification and estimation; 3. Basic count regression; 4. Generalized count regression; 5. Model evaluation and testing; 6. Empirical illustrations; 7. Time series data; 8. Multivariate data; 9. Longitudinal data; 10. Endogenous regressors and selection; 11. Flexible methods for counts; 12. Bayesian methods for counts; 13. Measurement errors.

Editorial Reviews

" ...an impressive piece of work in all respects: it provides the first comprehensive description of the subject, it is mathematically rigorous and easy to read, and it contains useful discussions, interesting applications, various exercises, and a precise presentation of a very large bibliography. This book will become a basic reference for students and researchers." Alain Monfort

"...collects an extensive amount of material which has not been treated before in a textbook. The text is well written and the examples...are very illustrative. Although the book appears in the series of econometric monographs it should also be studied by people from other fields of applied statistics." Mathematical Reviews

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