a-discrete-valued-time-series-model

A time series of Poisson counts; Polio data

Filed under: State space model, MedicaBiometrics, Count data, Generalized Linear Mixed Models

A serially correlated time series of Poisson counts using a GLMM framework

Model description

As an example of a discrete valued time series we use the 'polio data' considered by Kuk & Cheng (1999). It is assumed that y_i has a Poisson (lambda_i) distribution, where

Here, X_i is a covariate vector, b is a vector of regression parameters and u_i is a first order autoregressive process.

Details

polio.pdf

Files

• polio.tpl: Model file
• polio.dat: Data file
• polio.pin: Starting values for the numerical optimizer
• polio.par: Result file (what you get when you compile and run your model)