Wybrane dwuwymiarowe modele dla zmiennych licznikowych w ekonomii

This paper presents an overview of selected bivariate count data regressions. I describe the properties of a standard bivariate Poisson distribution and discuss the main limitation of this model – its exclusion of a zero and negative correlation between two count variables. I then present two alternative approaches, the Poisson lognormal model and conditional Poisson model. I discuss a number of their merits and compare the properties of each of the two models that allow for a flexible correlation structure. Here I show that the practical applications of these models are not limited. Many examples demonstrate where one can use these models in various areas of economics.