Journal of Statistical Planning and

Inference 100 (2002) 85–86

www.elsevier.com/locate/jspi

Book review

Regression Analysis of Count Data

A. Colin Cameron and P.K. Trivedi; Cambridge University Press, Cambridge, UK,
1998, 411pp., ISBN 0-521-63201-3

The authors have written a thorough, rigorous and accessible book on methods for
analyzing count data, where the response variable is a nonnegative integer. Count data
often arise in econometric analyses and the authors draw heavily on their experience in
econometrics to provide the motivation for the methods in the text. On the surface, this
appears to be a text written by econometricians for econometricians, but, in truth, the
methods are applicable to a wide variety of 7elds, such as political science, sociology
or biostatistics. For example, endpoints such as the number of days in the hospital
following a procedure, or the number of visits to a health clinic are often found in
medical studies. While there are descriptions of models for count data in “standard”
reference books in the statistical literature (McCullagh and Nelder, 1989, Diggle et al.,
1994), the book by Cameron and Trivedi covers more types of models for count data
and provides greater detail about these models than any of the standard reference books.
For example, Chapter 4 provides two methods for dealing with ‘in?ated zeros’ models
for applications where standard Poisson or negative binomial models fail because of an
excess number of zero counts. In the time that I have owned this book, it has become
my standard reference for dealing with count data.
The prerequisites for the book as stated in the preface are “: : : a background in
regression and statistical methods up to the level of a standard 7rst-year graduate level
text such as Greene’s Econometric Analysis. More speci7cally, familiarity with linear
algebra, generalized linear models and a knowledge of asymptotic methods in statistics
such as the delta method would seem to be required. In my opinion, a reader with the
appropriate background will 7nd this to be an extremely valuable book.
Chapter 1 deals primarily with the Poisson distribution, citing numerous examples
of its use. Chapter 2 outlines the general theoretical results to be used in the remain-
der of the book, including general distribution theory for maximum likelihood and
moment-based estimation. Chapters 3 through 6 discuss a number of models for count
data, including Poisson, two types of negative binomial models, overdispersion models,
generalized Poisson models, in?ated-zero models, and mixture models. The discussion
includes methods for model criticism, including residual analysis and tests of goodness
of 7t. Chapter 6 presents a number of case studies.
Chapters 7– 9 describe methods for correlated count data, including time series data
(Chapter 7), multivariate data (Chapter 8) and longitudinal data (Chapter 9). While

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86 Book review / Journal of Statistical Planning and Inference 100 (2002) 85–86

these chapters are generally complete in the description of methods, counting process
methods such as those described in Lindsey (1993) are not presented.
Chapters 10 –12 provide much less detail on methods than the other chapters. These
chapters are meant primarily to lay out recent developments in analyzing count data,
such as dealing with measurement error (Chapter 10), and to point out areas where
more research is needed.
In all of the chapters, the authors make extensive use of examples to illustrate
the methods. The examples are primarily drawn from econometrics, but are useful
illustrations of the methods.
In summary, this is an extremely useful compilation of methods for analyzing count
data. There are enough methods presented to cover a wide number of applications.
The methods are presented with enough mathematical detail to allow the practitioner
to evaluate the assumptions underlying the method. I have found this book to be
valuable and, in my opinion, this will serve as a valuable resource to anyone who
analyzes count data.

References

Diggle, P., Liang, K.Y., Zeger, S., 1994. Analysis of Longitudinal Data. Clarendon Press, Oxford.
Lindsey, J., 1993. Models for Repeated Measurements. Clarendon Press, Oxford.
McCullagh, P., Nelder, J., 1989. Generalized Linear Models, 2nd Edition. Chapman & Hall, London.

Mark R. Conaway
Division of Biostatistics and Epidemiology,
Department of Health Evaluation Sciences,
The University of Virginia, Charlottesville, VA 22908, USA