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inflación
2001 Nov 20
0
Time series count model?
...odel is a dynamic
>process, it has a lagged dependent variable on the right hand
>side. So when I say X here, I mean a matrix in which lagged y's
>are included as columns. So the individual observation's
>likelihood is (I believe this is the Negative Binomial model
>with zero inflagion factor)
>
>input = draw from Gamma(exp(Xb),1))
>zif = draw from logistic(Xb)
>
>if (zif == 1) then:
>p(y |X,b) = Pois( input )
>
>if (zif == 0) then:
>y=0
>
>I suppose it is not necessarily true the zero inflation logit
>part depends on the exact same coefficient...