Bivariate Poisson and Diagonal Inflated Bivariate Poisson Regression Models in R

In this paper we present an R package called bivpois for maximum likelihood estimation of the parameters of bivariate and diagonal inflated bivariate Poisson regression models. An Expectation-Maximization (EM) algorithm is implemented. Inflated models allow for modelling both over-dispersion (or und...

Full description

Bibliographic Details
Main Authors: Dimitris Karlis, Ioannis Ntzoufras
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2005-09-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/1459
Description
Summary:In this paper we present an R package called bivpois for maximum likelihood estimation of the parameters of bivariate and diagonal inflated bivariate Poisson regression models. An Expectation-Maximization (EM) algorithm is implemented. Inflated models allow for modelling both over-dispersion (or under-dispersion) and negative correlation and thus they are appropriate for a wide range of applications. Extensions of the algorithms for several other models are also discussed. Detailed guidance and implementation on simulated and real data sets using bivpois package is provided.
ISSN:1548-7660