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Dwuwymiarowy model TYPUZIP-CP w łącznej analizie zmiennych licznikowych
(Oficyna Wydawnicza AFM, 2012) Marzec, Jerzy; Osiewalski, Jacek
In the paper a generalization of the Berkhout and Plug (2004) bivariate Poisson regression model is proposed; in the Berkhout and Plug model one of the variables has the marginal Poisson distribution, while the other follows the conditional Poisson distribution. In the new model the marginal distribution is of the ZIP type and has the same parameterization as the hurdle model. Bayesian estimation of the model and the formal Bayesian comparison of its two alternative specifications are presented. The empirical example concerns joint modelling of the number of cash payments and bank card payments in Poland as well as inference on their correlation.