Department of Statistics, Athens University of Economics and Business,
76, Patission Str., 10434, Athens, Greece,
e-mails: 1karlis@aueb.gr , 2ntzoufras@aueb.gr .
Journal of Statistical Software, Volume 14, Issue 10, 2005.
In this paper we present R/SPLUS functions for the maximum likelihood estimation of the parameters of bivariate and diagonal inflated bivariate Poisson regression models. An Expectation - Maximization (EM) algorithm is facilitated. 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 R/SPLUS functions is provided.
Keywords: Bivariate Poisson distribution; EM algorithm; Zero and Diagonal Inflated Models; SPLUS routines; ECM algorithm; multivariate count data.
Bivpois R package 0.50-3: 22/10/2013 |
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Bivpois R package 0.50-3: 02/7/2007 |
Difference from previous version: One minor bug was fixed in order to run also in R version 2.5.1 |
Bivpois R package 0.50-2: 31/8/2005 |
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Bivpois R package 0.50-1: 31/5/2005 |
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Bivpois R package 0.43: 7/5/2003 |
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Bivpois R package 0.41: 13/7/2004 |
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Version 0.2: 16/11/2003 |
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22/10/2003: |
Previous version of the paper (22/10/2003) entitled: “EM algorithms for Bivariate Poisson regression and Inflated Bivariate Poisson regression models” is not available any more.
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