Contents

List of Figures
List of Tables
Preface
Introduction
1.1
Poisson Distribution
1.2
Poisson Regression
1.3
Examples
1.4
Overview of Major Issues
1.5
Bibliographic Notes
Model Specification and Estimation
2.1
Introduction
2.2
Example and Definitions
2.3
Likelihood-Based Models
2.4
Generalized Linear Models
2.5
Moment-Based Models
2.6
Testing
2.7
Derivations
2.8
Bibliographic Notes
2.9
Exercises
Basic:
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
3.10

Count Regression
Introduction
Poisson MLE, PMLE, and GLM
Negative binomial MLE and QGPMLE
Overdispersion Tests
Use of Regression Results
Ordered and Other Discrete-Choice Models
Other Models
Iteratively Reweighted Least Squares
Bibliographic Notes
Exercises

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Contents
4

Generalized Count Regression

4.1
Introduction
4.2
Mixture Models for Unobserved Heterogeneity
4.3
Models Based on Waiting-Time Distributions
4.4
Katz, Double-Poisson, and Generalized Poisson
4.5
Truncated Counts
4.6
Censored Counts
4.7
Hurdle and Zero-Inflated Models
4.8
Finite Mixtures and Latent Class Analysis
4.9
Estimation by Simulation
4.10 Derivations
4.11 Bibliographic Notes
4.12 Exercises

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Model Evaluation and Testing

5.1
Introduction
5.2
Residual Analysis
5.3
Goodness of Fit
5.4
Hypothesis Tests
5.5
Inference with Finite Sample Corrections
5.6
Conditional Moment Specification Tests
5.7
Discriminating among Nonnested Models
5.8
Derivations
5.9
Bibliographic Notes
5.10 Exercises

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Empirical Illustrations
6.1
Introduction
6.2
Background
6.3
Analysis of Demand for Health Services
6.4
Analysis of Recreational Trips
6.5
LR Test: A Digression
6.6
Concluding Remarks
6.7
Bibliographic Notes
6.8
Exercises

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Time Series Data

7.1
Introduction
7.2
Models for Time Series Data
7.3
Static Regression
7.4
Integer-Valued ARMA Models
7.5
Autoregressive Models
7.6
Serially Correlated Error Models
7.7
State-Space Models
7.8
Hidden Markov Models
7.9
Discrete ARMA Models
7.10 Application

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Contents
7.11
7.12
7.13

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Derivations: Tests of Serial Correlation

Bibliographic Notes
Exercises

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Multivariate Data
Introduction
8.1
Characterizing Dependence
8.2
Parametric Models
8.3
Moment-Based Estimation
8.4
Orthogonal Polynomial Series Expansions
8.5
Mixed Multivariate Models
8.6
8.7
Derivations
Bibliographic Notes
8.8

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Longitudinal Data
9.1
Introduction
9.2
Models for Longitudinal Data
Fixed Effects Models
9.3
9.4
Random Effects Models
Discussion
9.5
Specification Tests
9.6
9.7
Dynamic and Transition Models
9.8
Derivations
Bibliographic Notes
9.9
9.10 Exercises

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Measurement Errors
10.1 Introduction
10.2 Measurement Errors in Exposure
10.3 Measurement Errors in Regressors
10.4 Measurement Errors in Counts
10.5 Underreported Counts
10.6 Derivations
10.7
Bibliographic Notes
10.8 Exercises
Nonrandom Samples and Simultaneity
Introduction
11.1
11.2
Alternative Sampling Frames
11.3 Simultaneity
11.4
Sample Selection
11.5
Bibliographic Notes

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Flexible Methods for Counts

12.1 Introduction
12.2 Efficient Moment-Based Estimation
12.3 Flexible Distributions Using Series Expansions
12.4 Flexible Models of Conditional Mean

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12.5
12.6
12.7
12.8
12.9

Flexible Models of Conditional Variance

Example and Model Comparison
Derivations
Count Models: Retrospect and Prospect
Bibliographic Notes

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Appendices:
A

Notation and Acronyms

371

Functions, Distributions, and Moments

B.1
Gamma Function
B.2
Some Distributions
B.3
Moments of Truncated Poisson
Software

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378

References
Author Index
Subject Index

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404

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