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COMPoissonReg (version 0.3.5)

CMPParamBoot: Parametric COM-Poisson Bootstrap

Description

Generates n sample estimates for beta and nu.

Usage

CMPParamBoot(x, poissonest, betahat, nuhat, n=1000)

Arguments

x
explanatory variable data
poissonest
initial estimates from Poisson regression
betahat
COM-Poisson estimates from full data set
nuhat
COM-Poisson dispersion estimate from full data set
n
number of sample estimates to create

Value

Ystar
a matrix of values with n columns
CMPresult
a matrix of beta and nu estimates containing n rows

Details

CMPParamBoot generates n columns of simulated output (y) data, and uses those simulations along with the explanatory (x) data to produce n estimates for beta and nu.

References

A Flexible Regression Model for Count Data, by Sellers & Shmueli, http://ssrn.com/abstract=1127359

See Also

makeCMPdata, ComputeBetasAndNuHat