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2001 Nov 20
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Time Series Event Count: Great Responses So Far!
...which appear very promising: http://alpha.luc.ac.be/~lucp0753/rcode.html Thomas Lumley pointed out that instead of NB, one can get a Poisson-Normal mixture out of this by changing the assumption on the error term. He pointed me at some articles that are exactly on point - Zeger (Biometrika 1988, pp621-629) gives an estimation procedure for a time series count model that is based on a Poisson-Normal mixture. - Something more or less similar is discussed by Davis et al (Biometrika 2000, p491-505) And he to consider "sandwich estimators" (or similar) for longitudinal data. He wrote &quo...