Timeline for Poisson with an autoregressive term
Current License: CC BY-SA 3.0
14 events
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| Mar 31, 2015 at 1:48 | comment | added | Glen_b |
The package acp fits autoregressive conditional Poisson models in R. This may be of some use.
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| Mar 30, 2014 at 20:09 | comment | added | Noah | Curious - you are incorrect. The Expectation of a Poisson process can be a factor of the rate and population. So, $Pois(\lambda_i E_i)$ is correct notation. There is also a very clear autoregressive term in the model I specified. | |
| Mar 18, 2014 at 21:52 | comment | added | Tomas | -1, there is no autoregression in the model you wrote. Fix the model and I will undo the downvote. The second problem is $\lambda_i$ vs $E_i$ vs $N_i$ - what is the difference between $E_i$ and $N_i$? The $Pois(\lambda_i E_i)$ looks too weird. Normally it is like $Pois(\lambda_i)$ and if there is something more at all then it is an overdispersion: $Pois(\lambda_i \sigma)$. | |
| Aug 26, 2012 at 12:45 | answer | added | conjugateprior | timeline score: 6 | |
| Feb 6, 2012 at 12:05 | answer | added | IrishStat | timeline score: 0 | |
| Feb 5, 2012 at 20:29 | history | tweeted | twitter.com/#!/StackStats/status/166257211838967808 | ||
| Feb 5, 2012 at 19:50 | comment | added | Noah | You understand perfectly. Nice summary. $N_i$ is the number of people with the disease and $\lambda$ is definitely less than 1. | |
| Feb 5, 2012 at 19:44 | comment | added | cardinal | I guess I'm wondering what sort of autoregressive formulation you want. Are you thinking of something like $\log \lambda_i= X_i \beta + \alpha \log \lambda_{i-1} + \varepsilon_i$ where $\varepsilon_i$ is some additional randomness driving the evolution of the rate parameter? And, if this is an epidemiological model, is $N_i$ some number of, say, infected individuals? If so, then it would seem $\lambda_i \ll 1$, otherwise there is nonnegligible probability of more people than exist in the population becoming infected at time $i$. But, maybe I'm misunderstanding what you're aiming for. | |
| Feb 5, 2012 at 19:18 | comment | added | Noah | This is an epidemiological model. The dependent variable is the number of people with a disease at time t. I can fit it reasonably well with a "standard" poisson, but it was suggested that an autoregressive term might work well for this particular study. | |
| Feb 5, 2012 at 19:15 | history | edited | Noah | CC BY-SA 3.0 |
Added definition for $E$
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| Feb 5, 2012 at 19:07 | comment | added | cardinal | Can you give some more detail as to what kind of autoregressive structure you want to assume. It's a little ambiguous at the moment. Defining $E_i$ would also be helpful. Cheers. :) | |
| Feb 5, 2012 at 19:06 | comment | added | cardinal | It would be good to consider accepting answers to some of your previous questions, all of which have received multiple answers, thus giving you some choice. There is a check mark next to each answer that you can click on to indicate which one has been addressed your query. | |
| Feb 5, 2012 at 19:03 | history | edited | cardinal | CC BY-SA 3.0 |
added 11 characters in body
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| Feb 5, 2012 at 18:59 | history | asked | Noah | CC BY-SA 3.0 |