skellam.reg {skellam}R Documentation

Skellam Regression

Description

Fits a regression model assuming a Skellam distribution for the response variable.

Usage

skellam.reg(y, x)

Arguments

y

A vector of integers (positive or negative)

x

A matrix, vector or data.frame of covariates

Details

The function uses an exponential link function to ensure positive values for both rate parameters (\lambda_1 and \lambda_2). Optimization is performed using nlm.

Value

A list with components:

loglik

Maximized log-likelihood value

param1

Matrix for \lambda_1 parameters:

  • Column 1: Estimated coefficients

  • Column 2: Standard errors

  • Column 3: t-values (coef/se)

  • Column 4: p-values (Wald test)

param2

Matrix for \lambda_2 parameters (same structure as param1)

Author(s)

Michail Tsagris

References

Examples

set.seed(0)
x <- rnorm(100)
y1 <- rpois(100, exp(1 + 1 * x))
y2 <- rpois(100, exp(-1 + 1 * x))
y <- y2 - y1
skellam.reg(y, x)


[Package skellam version 0.2.4 Index]