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Please use this identifier to cite or link to this item:
http://hdl.handle.net/2451/26045
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| Title: | Correlation in Bivariate Poisson Regression Model |
| Authors: | Greene, William |
| Keywords: | Poisson regression.
Heterogeneity
Lognormal
Bivariate Poisson
Simulation |
| Issue Date: | May-2007 |
| Series/Report no.: | EC-07-15 |
| Abstract: | We consider a bivariate Poisson model that is based on the lognormal
heterogeneity model. Two recent applications have used this model. We
suggest that the correlation estimated in their model frameworks is an
ambiguous measure of the correlation of the variables of interest, and
may substantially overstate it. We conclude with a detailed application
of the proposed method using the data employed in one of the two
aforementioned bivariate Poisson studies. |
| URI: | http://hdl.handle.net/2451/26045 |
| Appears in Collections: | Economics Working Papers
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