A. Colin Cameron and Pravin K. Trivedi


This site is mostly 2009 and earlier

Book: Regression Analysis of Count Data Book - Second Edition, May 2013

A. Colin Cameron and Pravin K. Trivedi (2013), Regression Analysis of Count Data, 2nd edition,
Econometric Society Monograph No.53, Cambridge University Press, 1998 (566 pages.)

Second Edition website

Count Regression Made Simple

This two-page handout gives a simple presentation of the basics for the practitioner.  

Advances in Count Data Regression Talk March 28, 2009

For 28th Annual Workshop in Applied Statistics
Southern California Chapter of the American Statistical Association
Held at University of California - Los Angeles, March 28, 2009

Regression Analysis of Count Data Book - First Edition, 1998

A. Colin Cameron and Pravin K. Trivedi (1998), Regression Analysis of Count Data,
Econometric Society Monograph No.30, Cambridge University Press, 1998.
ISBN: 0 521 63567 5 paperback  432 pages.

Click here for link to publisher
Click here for View of cover (150 kb)

Book Typographical Errors

Data and Programs for Regression Analysis of Count Data - First Edition, 1998

Most chapters include some data analysis. The data and programs are available at:

Chapter Outline for Regression Analysis of Count Data - First Edition, 1998
1 Introduction 1-18
2 Model Specification and Estimation 19-58
3 Basic Count Regression 59-95
4 Generalized Count Regression 96-138
5 Model Evaluation and Testing 139-188
6 Empirical Illustrations 189-220
7 Time Series Data 221-250
8 Multivariate Data 251-274
9 Longitudinal Data 275-300
10 Measurement Errors 301-325
11 Nonrandom Samples and Simultaneity 326-343
12 Flexible methods for Counts 344-370

Some Econometrics Surveys of Count Data Models - now dated

1. A. Colin Cameron and Pravin K. Trivedi (1986), "Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests", Journal of Applied Econometrics, January 1986, Vol. 1, pp. 29-54.

2. Shiferaw Gurmu and Pravin K. Trivedi (1994), "Recent Developments in Models of Event Counts: A Survey", Discussion Paper No.261, Thomas Jefferson Center, University of Virginia, Charlottesville.

3. Rainer Winkelmann (1994, 2000), Econometric Analysis of Count Data, Third edition, Berlin: Springer-Verlag.

4. Rainer Winkelmann and Klaus F. Zimmermann (1995), "Recent Developments in Count Data Modelling: Theory and Application", Journal of Economic Surveys, 9, 1-24.

5. A. Colin Cameron and Pravin K. Trivedi (1996), "Count Data Models for Financial Data", in G.S. Maddala and C.R. Rao ed., Handbook of Statistics, Vol. 14, Statistical Methods in Finance, 1996, pp. 363-392, North-Holland, Amsterdam.

6. A. Colin Cameron and Pravin K. Trivedi (2001), "Essentials of Count Data Regression", in Badi H. Baltagi ed., A Companion to Theoretical Econometrics, 2001, pp. 331-348, Blackwell, Oxford (U.K.) 

Most of these references focus on cross-section data. 

Special journal issues on counts include:

7. Pravin K. Trivedi, Guest Editor, (1997), Special Issue: Econometric Models of Event Counts, Journal of Applied Econometrics, May-June 1997, Vol.12, No.2.

8. Christian Gourieroux and T. Magnac, Guest Editors (1997), Special Issue, Journal of Econometrics, August 1979, Vol. 79, No.2.

Available Software and Data for Count Data

Many regression packages now incorporate some count data components. These include the following, but note that this list is not exhaustive and packages are continually updated.

Limdep: cross-section and panel.
Gauss: cross-section in the count module.
Stata: cross-section and panel.
TSP: cross-section and panel.
Eviews: cross-section.

Cross-section usually means Poisson, Poisson PML or QML, and negative binomial.
Panel usually means fixed and random effects Poisson and negative binomial (from Hausman, Hall and Griliches 1984 Econometrica paper).

Many applications require own code written in, for example, Gauss.
For these see the original author, or journal web-sites which may have the code and data.
In particular, once you know the issue of a paper of interest, see the archives for:

In addition see  Data and programs for "Regression Analysis of Count Data"

A. Colin Cameron   University of California - Davis
   accameron@ucdavis.edu   http://www.econ.ucdavis.edu/faculty/cameron

Pravin K. Trivedi   Indiana University - Bloomington
   trivedi@indiana.edu  http://php.indiana.edu/~trivedi