In public health research, it is common to follow a cohort of subjects over time, observing a vector of health indicators and a set of covariates at each of many visits. An objective of analysis is to characterize the inter-dependencies, in particular, the feedback of one response upon another...

In this paper we develop a dynamic model for integer counts to capture the dis- creteness of price changes for financial transaction prices. Our model rests on an autoregressive multinomial component for the direction of the price change and a dynamic count data component for the size of the...

It is well understood that the two most popular empirical models of location choice - conditional logit and Poisson - return identical coefficient estimates when the regressors are not individual specific. We show that these two models differ starkly in terms of their implied predictions. The...

In many studies, a primary endpoint and longitudinal measures of a continuous response are collected for each participant along with other covariates, and the association between the primary endpoint and features of the longitudinal profiles is of interest. One challenge is that the features of...

Response functions that link regression predictors to properties of the response distribution are fundamental components in many statistical models. However, the choice of these functions is typically based on the domain of the modeled quantities and is usually not further scrutinized. For...