We propose a versatile joint regression framework for count responses.
The method is implemented in the R add-on package GJRM and allows for modelling linear and non-linear dependence through the use of several copulae. Motivated by a football application, an extension is proposed, which forces the regression coecients of the marginal (linear) predictors to be equal via suitable penalisation. We investigate the method's empirical performance in both a simulation study and on FIFA World Cup data.
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