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Statistical Methods in Medical Research, Vol. 15, No. 6, 593-609 (2006)
DOI: 10.1177/0962280206070645
© 2006 SAGE Publications

A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence

Gabriel Escarela

Departamento de Matemáticas, Universidad Autónoma Metropolitana, Unidad Iztapalapa, Col. Vicentina, México D.F., Mexico, ge{at}xanum.uam.mx

Ramsés H Mena

Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas (IIMAS), Universidad Nacional Autónoma de México (UNAM), México D.F., México

Alberto Castillo-Morales

Departamento de Matemáticas, Universidad Autónoma Metropolitana, Unidad Iztapalapa, Col. Vicentina, México D.F., Mexico

This paper presents an extension of a general parametric class of transitional models of order p. In these models, the conditional distribution of the current observation, given the present and past history, is a mixture of conditional distributions, each of them corresponding to the current observation, given each one of the p-lagged observations. Such conditional distributions are constructed using bivariate copula models which allow for a rich range of dependence suitable to model non-Gaussian time series. Fixed and time varying covariates can be included in the models. These models have the advantage of straightforward construction and estimation for the analysis of time series and more general longitudinal data. A poliomyelitis incidence data set is used to illustrate the proposed methods, contrary to other researches’ conclusions whose methods are mainly based on linear models, we find significant evidence of a decreasing trend in polio infection after accounting for seasonality.


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