count_data

Links, examples, and code for modelling count data

I am starting this repository as a lose collection of various bits and pieces around the statistical modelling of count data phenomena. The purpose is mostly to remind myself of how to do something. I will make this more organized and add more examples over time. Code is going to be (mostly) python, but links will be to all sorts of examples.

LINKS AND READING MATERIAL

General

• A. Colin Cameron and Pravin K. Trivedi: REGRESSION ANALYSIS OF COUNT DATA. Second Edition.

• Regression Models for Count Data in R

• Nice Towardsdatascience post on fitting GLMs by hand in python - by Daniel Friedman

• Overdispersion example: Poisson vs NB - by Jeff Meyer

• Jay M. Ver Hoef and Peter L. Boveng: QUASI-POISSON VS. NEGATIVE BINOMIAL REGRESSION: HOW SHOULD WE MODEL OVERDISPERSED COUNT DATA? SHOULD WE MODEL OVERDISPERSED COUNT DATA?

• BOOSTEDML: Regression with Count Data: Poisson Regression, Overdispersion, Negative Binomial Regression, and Zero Inflation in R

Poisson Regression

• Open statsmodels issue on zero-inflated poisson

• Open statsmodels issue on quasi-poisson. Excellent discussion on connection to robust estimation

• Wikipedia article on Poisson regression

• Posson Regression Example from UCLA Statistical Consulting

• Stackoverflow: Convergence issues, statsmodels vs R

• Stackoverflow: statsmodels vs R again, also nice code to get Cook's distance

• Nice Towardsdatascience post on fitting Poisson regression in python - by Sachin Date

• Sergio Correia, Paulo Guimaraes, and Tom Zylkin: PPMLHDFE: Fast Poisson Estimation withHigh-Dimensional Fixed Effects. Useful, among other things, for clear description of IRLS algorithm in context of Poisson regression

• Another description of IRLS for Python from the gtools documentation

• Stata manual for fixed effects poisson regression, useful for theory (see "Methods and Formulas")

• code snippets from various places on how to implement Poisson regression in statsmodels and R

• CrossValidated: Nice Explanation of Overdispersion, zero inflation etc.

• Analysisfactor: Simple example for Poisson regression in R

• Chapter on Poisson Regression from Broadening Your Statistical Horizons - Generalized Linear Models and Multilevel Models by Julie Legler and Paul Roback

• Poisson Regression Lesson from PennState STAT 504

• ZIP example from UCLA Statistical Consulting

Negative Binomial Regression

• Nice Towardsdatascience post on fitting Negative Binommial regression in python - by Sachin Date

• ZINB example from UCLA Statistical Consulting