*
RESOURCES
FOR COUNT DATA REGRESSION
*

*This site is mostly 2009 and earlier
*

**Book: ****Regression
Analysis of Count Data** ** Book -
Second Edition****, May 2013**

A. Colin Cameron and Pravin K. Trivedi (2013), *Regression
Analysis of Count Data*, 2nd edition,

Econometric Society Monograph No.53, Cambridge University Press,
1998 (566 pages.)

Second
Edition website

This two-page handout gives a simple presentation of the basics for the practitioner.

Southern California Chapter of the American Statistical Association

Held at University of California - Los Angeles, March 28, 2009

- Talk 1: Basic cross-section methods
- Talk 2: Additional cross-section methods
- Talk 3: Times series and panel data
- Talk 4: Additional topics
(multivariate, MSL, Bayesian)

- Stata program used for talk
- Stata dataset used for talk
- Stata output used for talk

- References from draft version of Pravin K. Trivedi and Murat K. Munkin, "Recent Developments in Cross section and Panel Count Models,"' January 27, 2009.
- Pravin Trivedi's
website (Final version of "Recent Developments ..."
will be posted there in April 2009).

Book:

A. Colin Cameron and Pravin K. Trivedi (1998),

Econometric Society Monograph No.30, Cambridge University Press, 1998.

ISBN: 0 521 63567 5 paperback 432 pages.

Click
here
for link to publisher

Click here for View of cover (150 kb)

**Data and Programs for Regression Analysis of
Count Data - First Edition****, 1998**

Most chapters include some data analysis. The data and programs are available at:

1 | Introduction | 1-18 |

2 | Model Specification and Estimation | 19-58 |

3 | Basic Count Regression | 59-95 |

4 | Generalized Count Regression | 96-138 |

5 | Model Evaluation and Testing | 139-188 |

6 | Empirical Illustrations | 189-220 |

7 | Time Series Data | 221-250 |

8 | Multivariate Data | 251-274 |

9 | Longitudinal Data | 275-300 |

10 | Measurement Errors | 301-325 |

11 | Nonrandom Samples and Simultaneity | 326-343 |

12 | Flexible methods for Counts | 344-370 |

**Some Econometrics Surveys of Count Data Models
- now dated**

1. A. Colin Cameron and Pravin K. Trivedi (1986), "Econometric
Models Based on Count Data: Comparisons and Applications of Some
Estimators and Tests", *Journal of Applied Econometrics,*
January 1986, Vol. 1, pp. 29-54.

2. Shiferaw Gurmu and Pravin K. Trivedi (1994), "Recent Developments in Models of Event Counts: A Survey", Discussion Paper No.261, Thomas Jefferson Center, University of Virginia, Charlottesville.

3. Rainer Winkelmann (1994, 2000), *Econometric Analysis of
Count Data*, Third edition, Berlin: Springer-Verlag.

4. Rainer Winkelmann and Klaus F. Zimmermann (1995), "Recent
Developments in Count Data Modelling: Theory and Application", *Journal
of
Economic Surveys*, 9, 1-24.

5. A. Colin Cameron and Pravin K. Trivedi (1996), "Count Data
Models for Financial Data", in G.S. Maddala and C.R. Rao ed., *Handbook
of Statistics, Vol. 14, Statistical Methods in Finance,*
1996, pp. 363-392, North-Holland, Amsterdam.

6. A. Colin Cameron and Pravin K. Trivedi (2001), "Essentials of Count Data Regression", in Badi H. Baltagi ed., A Companion to Theoretical Econometrics, 2001, pp. 331-348, Blackwell, Oxford (U.K.)

Most of these references focus on cross-section data.

Special journal issues on counts include:

7. Pravin K. Trivedi, Guest Editor, (1997), Special Issue:
Econometric Models of Event Counts, *Journal of Applied
Econometrics*, May-June 1997, Vol.12, No.2.

8. Christian Gourieroux and T. Magnac, Guest Editors (1997),
Special Issue, *Journal of Econometrics*, August 1979, Vol.
79, No.2.

**Available Software and Data for Count Data**

Many regression packages now incorporate some count data components. These include the following, but note that this list is not exhaustive and packages are continually updated.

Limdep: cross-section and panel.

Gauss: cross-section in the count module.

Stata: cross-section and panel.

TSP: cross-section and panel.

Eviews: cross-section.

Cross-section usually means Poisson, Poisson PML or QML, and
negative binomial.

Panel usually means fixed and random effects Poisson and negative
binomial (from Hausman, Hall and Griliches 1984 Econometrica
paper).

Many applications require own code written in, for example,
Gauss.

For these see the original author, or journal web-sites which may
have the code and data.

In particular, once you know the issue of a paper of interest, see
the archives for:

Pravin K. Trivedi Indiana University - Bloomington trivedi@indiana.edu http://php.indiana.edu/~trivedi