Modelling the Differences in Counted Outcomes Using Bivariate Copula Models with Application to Mismeasured Counts

19 Pages Posted: 28 Dec 2004

See all articles by A. Colin Cameron

A. Colin Cameron

University of California, Davis - Department of Economics

Tong Li

Indiana University Bloomington - Department of Economics

Pravin K. Trivedi

Indiana University Purdue University Indianapolis (IUPUI) - Department of Economics

David M. Zimmer

Western Kentucky University - Department of Economics

Abstract

This paper makes three contributions. Firstly, it uses copula functions to obtain a flexible bivariate parametric model for non-negative integer-valued data (counts). Secondly, it recovers the distribution of the difference in the two counts from a specified bivariate count distribution. Thirdly, the methods are applied to counts that are measured with error. Specifically, we model the determinants of the difference between the self-reported number of doctor visits (measured with error) and true number of doctor visits (also available in the data used).

Suggested Citation

Cameron, A. Colin and Li, Tong and Trivedi, Pravin K. and Zimmer, David M., Modelling the Differences in Counted Outcomes Using Bivariate Copula Models with Application to Mismeasured Counts. Econometrics Journal, Vol. 7, No. 2, pp. 566-584, December 2004. Available at SSRN: https://ssrn.com/abstract=625769

A. Colin Cameron (Contact Author)

University of California, Davis - Department of Economics ( email )

One Shields Drive
Davis, CA 95616-8578
United States

Tong Li

Indiana University Bloomington - Department of Economics ( email )

Wylie Hall
Bloomington, IN 47405-6620
United States

Pravin K. Trivedi

Indiana University Purdue University Indianapolis (IUPUI) - Department of Economics ( email )

Wylie Hall
Bloomington, IN 47405-2100
United States

David M. Zimmer

Western Kentucky University - Department of Economics ( email )

Grise Hall, Room 426
1906 College Heights Blve.
Bowling Green, KY 42101
United States

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