カウントデータの回帰分析（第２版） Regression Analysis of Count Data (Econometric Society Monographs) （2ND）

Cameron, A. Colin/ Trivedi, Pravin K.

Cambridge University Press（2013/05発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 596 p.
• 言語 ENG
• 商品コード 9781107667273
• DDC分類 330.01519536

Full Description

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.

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.