Arbeitspapier
Structured count data regression
Overdispersion in count data regression is often caused by neglection or inappropriate modelling of individual heterogeneity, temporal or spatial correlation, and nonlinear covariate effects. In this paper, we develop and study semiparametric count data models which can deal with these issues by incorporating corresponding components in structured additive form into the predictor. The models are fully Bayesian and inference is carried out by computationally efficient MCMC techniques. In a simulation study, we investigate how well the different components can be identified with the data at hand. The approach is applied to a large data set of claim frequencies from car insurance.
- Language
-
Englisch
- Bibliographic citation
-
Series: Discussion Paper ; No. 334
- Subject
-
Bayesian semiparametric count data regression
negative binomial distribution
Poisson-Gamma distribution
Poisson-Log-Normal distribution
MCMC
spatial models
- Event
-
Geistige Schöpfung
- (who)
-
Fahrmeir, Ludwig
Osuna, Leyre
- Event
-
Veröffentlichung
- (who)
-
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
- (where)
-
München
- (when)
-
2003
- DOI
-
doi:10.5282/ubm/epub.1712
- Handle
- URN
-
urn:nbn:de:bvb:19-epub-1712-0
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Fahrmeir, Ludwig
- Osuna, Leyre
- Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
Time of origin
- 2003
Other Objects (12)
Multilevel structured additive regression
Bivariate Count Data Regression Using Series Expansions: With Applications
Applications of Multilevel Structured Additive Regression Models to Insurance Data
Bayesian structured additive distributional regression
Structured additive regression for multicategorical space-time data: a mixed model approach
Strategic Investments in the Pulp and Paper Industry: A Count Data Regression Analysis
Testing for zero-modification in count regression models
Simple tests for exogeneity of a binary explanatory variable in count data regression models
Supplement to Structured additive regression for categorical space-time data: a mixed model approach
Random intercept selection in structured additive regression models
BayesX: analysing Bayesian structured additive regression models
Bayesian structured additive distributional regression for multivariate responses
Multilevel structured additive regression
Bivariate Count Data Regression Using Series Expansions: With Applications
Applications of Multilevel Structured Additive Regression Models to Insurance Data
Bayesian structured additive distributional regression
Structured additive regression for multicategorical space-time data: a mixed model approach
Strategic Investments in the Pulp and Paper Industry: A Count Data Regression Analysis
Testing for zero-modification in count regression models
Simple tests for exogeneity of a binary explanatory variable in count data regression models
Supplement to Structured additive regression for categorical space-time data: a mixed model approach
Random intercept selection in structured additive regression models
BayesX: analysing Bayesian structured additive regression models
Bayesian structured additive distributional regression for multivariate responses
Multilevel structured additive regression
Bivariate Count Data Regression Using Series Expansions: With Applications
Applications of Multilevel Structured Additive Regression Models to Insurance Data
Bayesian structured additive distributional regression
Structured additive regression for multicategorical space-time data: a mixed model approach
Strategic Investments in the Pulp and Paper Industry: A Count Data Regression Analysis
Testing for zero-modification in count regression models
Simple tests for exogeneity of a binary explanatory variable in count data regression models
Supplement to Structured additive regression for categorical space-time data: a mixed model approach
Random intercept selection in structured additive regression models
BayesX: analysing Bayesian structured additive regression models