Generalised joint regression for count data

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dc.contributor.authorWurp, Hendrik van der
dc.contributor.authorGroll, Andreas
dc.contributor.authorKneib, Thomas
dc.contributor.authorMarra, Giampiero
dc.contributor.authorRadice, Rosalba
dc.date.accessioned2021-03-26T07:25:17Z
dc.date.available2021-03-26T07:25:17Z
dc.date.issued2020-06-25
dc.description.abstractWe propose a versatile joint regression framework for count responses. The method is implemented in the R add-on package GJRM and allows for modelling linear and non-linear dependence through the use of several copulae. Moreover, the parameters of the marginal distributions of the count responses and of the copula can be specified as flexible functions of covariates. Motivated by competitive settings, we also discuss an extension which forces the regression coefficients of the marginal (linear) predictors to be equal via a suitable penalisation. Model fitting is based on a trust region algorithm which estimates simultaneously all the parameters of the joint models. We investigate the proposal’s empirical performance in two simulation studies, the first one designed for arbitrary count data, the other one reflecting competitive settings. Finally, the method is applied to football data, showing its benefits compared to the standard approach with regard to predictive performance.en
dc.identifier.urihttp://hdl.handle.net/2003/40103
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-21980
dc.language.isoende
dc.relation.ispartofseriesStat Comput;30
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subjectCount data regressionen
dc.subjectJoint modellingen
dc.subjectCompetitive settingsen
dc.subjectRegularisationen
dc.subjectFootballen
dc.subject.ddc310
dc.titleGeneralised joint regression for count dataen
dc.title.alternativea penalty extension for competitive settingsen
dc.typeTextde
dc.type.publicationtypearticleen
dcterms.accessRightsopen access
eldorado.secondarypublicationtruede
eldorado.secondarypublication.primarycitationvan der Wurp, H., Groll, A., Kneib, T. et al. Generalised joint regression for count data: a penalty extension for competitive settings. Stat Comput 30, 1419–1432 (2020).de
eldorado.secondarypublication.primaryidentifierhttps://doi.org/10.1007/s11222-020-09953-7de

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