Accident Analysis and Prevention 149 (2021) 105431

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Accident Analysis and Prevention

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Bayesian analysis of multivariate crash counts using copulas T

a b c c,
Eun Sug Park , Rosy Oh , Jae Youn Ahn , Man-Suk Oh *
a
Texas A&M Transportation Institute, Texas A&M University System, 3135 TAMU, College Station, TX, 77843-3135, United States
b
Institute of Mathematical Sciences, Ewha Womans University, Seoul, 03760, South Korea
c
Department of Statistics, Ewha Womans University, Seoul, 03760, South Korea

ARTICLE INFO ABSTRACT

Keywords: There has been growing interest in jointly modeling correlated multivariate crash counts in road safety research
Highway safety over the past decade. To assess the effects of roadway characteristics or environmental factors on crash counts by
Multivariate crash counts severity level or by collision type, various models including multivariate Poisson regression models, multivariate
Crash types negative binomial regression models, and multivariate Poisson-Lognormal regression models have been sug-
Crash severity
gested. We introduce more general copula-based multivariate count regression models with correlated random
Unobserved heterogeneity
Overdispersion
effects within a Bayesian framework. Our models incorporate the dependence among the multivariate crash
counts by modeling multivariate random effects using copulas. Copulas provide a flexible way to construct valid
multivariate distributions by decomposing any joint distribution into a copula and the marginal distributions.
Overdispersion as well as general correlation structures including both positive and negative correlations in
multivariate crash counts can easily be accounted for by this approach. Our copular-based models can also
encompass previously suggested multivariate count regression models including multivariate Poisson-Gamma
mixture models and multivariate Poisson-Lognormal regression models. The proposed method is illustrated with
crash count data of five different severity levels collected from 451 three-leg unsignalized intersections in
California.

1. Introduction
Crash data are often collected by different crash types and severity
levels. In evaluations of safety effectiveness of various counter-
measures, it is important to consider the effects across different crash
types or severity levels to fully understand their effects. It is possible
that a countermeasure that is effective in reducing one type of crashes
may increase a chance of the other types of crashes unintentionally. For
instance, red light cameras (RLC) may increase rear end crashes while
decreasing angle crashes (Council et al., 2005) or transverse rumble
strips (TRSs) may have different effects on fatal, incapacitating and
nonincapacitating injury crashes and property damage only (PDO)
crashes (Srinivasan et al., 2010). In such cases, an evaluation of the
countermeasure based on multivariate crash data for different crash
types or severity levels will be beneficial rather than conducting sepa-
rate analyses for each crash type or severity. Especially, the analysis of
rare crashes such as pedestrian crashes or fatal crashes at intersections
(or segments) can benefit from the joint analysis of multiple crash types
or severity levels by borrowing information from other crash types or
severity levels at those intersections (or segments).
There has been considerable interest in jointly analyzing
multivariate crash counts by severity or by crash type over the past
decade (see, e.g., Ma and Kockelman, 2006; Park and Lord, 2007; Park
et al., 2010; Mannering and Bhat, 2014 and references for bivariate/
multivariate models of Table 1 therein). However, in terms of regres-
sion models for multivariate crash counts, a few specific forms of
models such as multivariate Poisson regression models, multivariate
Poisson-Lognormal regression models, multivariate Poisson gamma-
mixture models, and multivariate random parameter models with spa-
tial heterogeneity have been frequently used in safety analyses. Yasmin
and Eluru (2018) provides an extensive summary on modeling crash
counts by severity.
More recently, copula-based methods for modeling dependence in
multivariate crash data have been proposed by several authors. See
Eluru et al. (2010); Yasmin et al. (2014), Wali et al. (2018) among
others for copula modelling of disaggregate level discrete data, and
Nashad et al. (2016) and Yasmin et al. (2018) for copula modelling of
aggregate level crash count data.
A copula is a flexible probabilistic tool for modeling the joint dis-
tribution of a random vector in two separate steps: selection of the
marginal distribution and specification of a copula function which
captures the dependence structure among the vector components. See

⁎
Corresponding author at: Department of Statistics, Ewha Womans University, Seoul, 03760, South Korea.
E-mail addresses: e-park@tamu.edu (E.S. Park), rosy_oh@ewha.ac.kr (R. Oh), jaeyahn@ewha.ac.kr (J.Y. Ahn), msoh@ewha.ac.kr (M.-S. Oh).

https://doi.org/10.1016/j.aap.2019.105431
Received 14 August 2019; Received in revised form 30 December 2019; Accepted 31 December 2019
Available online 24 February 2020
0001-4575/ © 2020 Elsevier Ltd. All rights reserved.
E.S. Park, et al.
Joe (1997) and Nelson (2006) for review of copula models and their
properties. Copulas have proven to be a useful way of modeling de-
pendence in multivariate data and are now used in a diverse range of
applications. While copula-based approaches to modeling multivariate
continuous random variables have been successful in many applica-
tions, studies on copula-based approaches to modeling multivariate
discrete random variables are relatively few. The main reason for this
can be summarized in two points. First, one of the biggest barriers in
using copulas on discrete data is nonidentifiability of copula (see, e.g.,
Yang et al., 2019). The nonidentifiability issue of copulas on discrete
outcomes results in difficulties in modeling and interpretation. The
second obstacle is the difficulty in calculating the likelihood function
and estimation. For continuous data, when parametric copula functions
are employed, the copula parameters as well as marginal parameters
can often be estimated easily using maximum likelihood or other
methods. When the data are discrete, however, estimation can be
cumbersome and this has limited the use of copulas for multivariate
discrete data (Genest and Neslehova, 2007; Smith et al., 2012). Speci-
fically, repetitive evaluations of copula functions are required to com-
pute the likelihood for discrete data. For J-dimensional discrete random
variables, the joint probability mass function for each observation re-
quires 2J evaluations of copulas, so that computation of the likelihood
for I observations involves I×2J copula evaluations. The number of
computations increases rapidly with J although it may not be much of a
problem when J is 6 or less (Yasmin et al., 2018) for copulas with closed
form expressions (e.g., Archimedean copulas). When copula function is
not given in a closed form, however, the computation can be burden-
some. Also, even when J is small it may be difficult to maximize the
likelihood particularly when the copula and marginal parameters are
estimated jointly (Smith et al., 2012; Smith, 2013). As a matter of fact,
previous copula–based studies on crash count data mostly deal with
bivariate data (with the exception of Yasmin et al., 2018) and/or use
Archimedean copulas to reduce a computational burden. While Archi-
medean copulas have been predominantly used in previous bivariate or
multivariate copula-based methods, they assume the same correlation
for all pairs of dependent variables and allow only positive associations,
which may be too restrictive in some cases. Also, almost all of the
currently available copula-based crash analysis methods employ max-
imum likelihood methods for parameter estimation. It is well-known
that iterative maximum likelihood methods do not guarantee a global
maximum especially in a complicated high dimensional space. There is
a need for a more flexible approach, while computationally feasible, to
model general correlation structures (not restricted to the same corre-
lation and/or positive correlations only) in multivariate crash counts.
There has been growing interest in developing Bayesian approaches
to copula modeling because Bayesian approaches using Markov chain
Monte Carlo (MCMC) may overcome computational burdens in esti-
mating copula models for high dimensional data, discrete marginal
distributions, or joint estimation of marginal distributions and copula
(Smith et al., 2012). Another advantage of Bayesian approach is that it
can use Bayesian selection for parsimonious modelling of dependence
structure (although it will not be explored in this paper). Bayesian se-
lection idea can also be employed for pair‐copula constructions (Min
and Czado, 2011; Smith and Khaled, 2012). See Smith (2013) for ex-
cellent review on Bayesian approaches to copula modelling, and Loaiza-
Maya and Smith (2019); Guo et al. (2019); Mohammadi and Abegaz
(2019) for recent works on Bayesian approaches to copula modeling.
Other research works on Bayesian estimation of copula models for
discrete data include Pitt et al. (2006); Smith et al. (2012), and Smith
and Khaled (2012). These studies adopted the Bayesian data augmen-
tation idea of Tanner and Wong (1987) to get around computational
difficulties in estimation of copula models for discrete data. Specifi-
cally, they augmented the likelihood with continuous latent variables
and a copula model is assumed for those continuous latent variables.
Despite the aforementioned advantages and other advantages of
Bayesian analysis such that it can easily incorporate useful prior
2
Accident Analysis and Prevention 149 (2021) 105431
information into parameter estimation as well as performing un-
certainty estimation simultaneously, Bayesian approaches to copula-
based modeling of multivariate crash counts have not been reported in
safety literature.
The objective of this paper is to introduce a general and flexible
Bayesian copula-based modeling approach into multivariate crash
count data analysis. Specifically, we propose multivariate regression
models with continuous random effects (random intercepts) for crash
counts, using copulas for modeling the joint distribution of the random
effects (copula-based random effects models). In copula-based random
effects models, observations are assumed to be independent con-
ditioning on the random effects, preventing repetitive computation of
the copula functions for the evaluation of the joint probability mass
function. Note that multivariate Poisson-Gamma mixture models, in-
dependent multivariate Poisson-Gamma mixture models (which are
equivalent to univariate Poisson-Gamma mixture models), and multi-
variate Poisson lognormal models can all be viewed as a special case of
copula-based random effects models (see Section 2.2).
While our Bayesian approach does not require any restriction on the
copula in principle, in this paper we adopt a multivariate Gaussian
copula among many other choices of copulas. Because the Gaussian
copula is parametrized using a correlation matrix, it provides intuitive
interpretation of the dependence structure as well as great flexibility in
modeling the dependence structure (Joe, 2014). We perform Bayesian
inference using Markov chain Monte Carlo (MCMC) methods. In
MCMC, parameters and random effects are generated from their full
conditional posterior distributions and the complexity of computing the
likelihood function (the joint density of the multivariate count vari-
ables) can be avoided.
The remainder of this paper is organized as follows. Section 2 pre-
sents our copula-based multivariate count regression models and
Bayesian estimation coupled with Markov chain Montel Carlo im-
plementation. In Section 3, we illustrate the proposed method by ap-
plying it to the California intersection crash data. Finally, concluding
remarks are provided in Section 4.
2. Method
We provide a brief introduction of copula in Section 2.1 and the
modeling framework in Section 2.2. Sections 2.3 and 2.4 contain priors
and parameter estimation implemented by a Markov chain Monte Carlo
method, respectively.
2.1. Copula
A copula is the joint distribution of random variables, each of which
is marginally uniformly distributed as Unif(0,1). A J-dimensional co-
pula C (u) = C (u1, …, uJ ) for u (0, 1) J is a cumulative distribution
function (cdf) over the J-dimensional unit cube (0, 1) J with standard
uniform marginal distributions. For given marginal cdfs F1, …, FJ and a
J-dimensional copula C, if we define a function H of (X1, …, XJ ) as
H (x1, …, xJ ) = C (F1 (x1), …, FJ (xJ )),
then, by Sklar’s theorem (Sklar, 1959), H can be a joint cdf of (X1, …, XJ )
with marginal cdfs F1, …, FJ . On the other hand, for a given J-dimen-
sional continuous joint cdf H having marginals F1, …, FJ , the copula can
be uniquely retrieved as
C(u) = H(F1 1 (u1), …, FJ 1 (uJ )), u = (u1, …, uJ ) (0, 1) J
See Sklar (1959) for more details.
There exists a rich class of copulas: Archimedean copulas, elliptical
copulas, vine copulas, and so on. Among these copulas, elliptical co-
pulas such as Gaussian copula and t-copula have important practical
advantages of providing intuitive interpretation on the dependence
structure in the form of correlation matrix (Joe, 2014). The Gaussian
copula can be constructed from multivariate Gaussian distribution as
E.S. Park, et al. Accident Analysis and Prevention 149 (2021) 105431

follows: where z i = ( zi1, z i2, , z iJ ) , z i =

j 1 (F ( j )) , and f is the marginal
j i j

CRG (u) = 1 (u ), 1 (u )), pdf of i . j

R( 1 , J
Remark1. Although we presented our copular-based multivariate
where R is a correlation matrix, R is the cdf of NJ (0 , R) , the J-di- random effects models using a Gaussian copula, an extension to t co-
mensional multivariate normal distribution with mean 0 and covar- pulas or skew t copulas is easy because they can be represented as
iance matrix R, and and 1
are the cdf and the inverse cdf of the Gaussian copulas conditional upon latent variables following a gamma
standard normal distribution N(0,1), respectively. distribution (see Demarta and McNeil, 2005; Smith et al., 2012).
For a set of variables X = (X1 , ,XJ ) with each Xj having the mar- The marginal distribution f j of i j can be chosen freely, separately
ginal cdf Fj , if we assume the Gaussian copula on the joint distribution from the dependence structure. An appropriate choice of the marginal
of X with Uj = Fj (Xj ), then the joint distribution of X can be expressed distribution for random effects can handle overdispersion while pre-
as follows: serving the mean of yi j . The common choices for the marginal dis-
tribution are those having mean 1 for i j , which gives E [yi j ] = i j .
H (x1, ,xJ ) = CRG (F1 (x1), ,FJ (xJ ))
In this paper, we assume that the marginal distribution of i j is a
= R ( 1 (F1 (x1)), , 1 (F (x ))).
J J (1) gamma distribution with mean 1 and variance 1 j , i.e.
Let z j = and z = (z1,
1 (F (x ))
j j ,z J ) . Differentiating both sides of (1) i
j
Gamma ( j , 1 j ) , so that the marginal distribution of yi j is given
with respect to x gives as a negative binomial (NB) distribution with mean i j and variance
J J
j
i [1 + i
j j]
. Note that in this case overdispersion can be taken into
h (x1, ,xJ ) = [ account through a parameter j while allowing a general dependence
R (z1, ,z J ) (zj )] f j (x j )
j=1 j=1 structure among yi1 , yi2 , , yiJ through the correlation matrix R of
1
J the Gaussian copula. The covariance between yi j and yih (given j ’ s) can
= exp[ z (R 1 I)z ] f j (xj ),
2 be obtained by applying the conditional covariance formula as follows:
j =1 (2)
cov(yi j , yih ) = E [cov(yi j , yih | i j , h
i )] + cov[E (yi j | i j ), E (yih | h
i )]
where h (x1, ,xJ ) is the joint pdf of X, ϕR is the pdf of NJ (0 , R) , ϕ is the
j j h h
pdf of N(0,1), and f j is the marginal pdf of Xj . It is clearly seen in (2) = 0 + cov( i i , i i )
that the joint pdf of X is decomposed into a term related to the de- = i
j h j h
i cov( i , i ) (7)
pendence structure and a term related to the marginal distributions.
From Eq. (7), it can be clearly seen that cov(yi , is positive (negative)
j
yih )
2.2. Modeling framework if and only if cov( i j , ih ) is positive (negative), hence both positive and
negative correlations can be accommodated through the Gaussian co-
Let yi = ( yi1 , yi2 , , yiJ ) denote a multivariate observation con- pula. It should be noted that our model is more general than the pre-
sisting of counts of J different types of crashes at site i (i = 1, , I ). viously suggested multivariate Poisson-Gamma mixture models re-
That is, yi j is the number of crashes of type j occurred at site i. Let K be quiring the covariances to be non-negative (see, e.g., p. 213 of
the number of covariates and Xi = (1, Xi1 , , XiK ) be a (K + 1)-di- Winkelmann, 2008). Also, if we assume the Gaussian copula with R=I
(an identity matrix) and gamma marginal distributions for , j = 1, , J ,
mensional row vector of covariates. Let j = ( 0j , 1j , , Kj ) denote
the (K + 1)-dimensional column vector of the regression coefficients then we obtain independent multivariate Possion-Gamma mixture
for the crash count of the jth type. Let i = ( i1, i2 , , iJ ) denote a models which are equivalent to univariate Poisson-Gamma mixture
vector of site and outcome-specific random effects corresponding to site models.
i for J different types of crashes (or severity levels). Suppose that, Note that Multivariate Poisson-Lognormal (MVPLN) models (Chib
conditional on i j and βj, the crash count of type j at site i, yi j , follows a and Winkelmann, 2001) can be viewed as a special case of (6) as well in
Poisson distribution with mean µi j , i.e., which f j is given as a lognormal distribution. In a similar way to our
aforementioned model assuming the Gaussian copula with a general
yi j | i j , j Poisson (µi j ), (3) correlation matrix and gamma marginals, the MVPLN models can also
incorporate both positive and negative correlation as well as accounting
where
for overdispersion. For MVPLN models, cov( i j , ih ) is given in a closed
µi j = i
j
exp (Xi j). (4) form and hence cov(yi j , yih ) can be computed analytically. When
cov( i j , ih ) is not given in a closed form, one may estimate cov( i j , ih )
Here, i handles (incorporates) both site- and outcome-specific het-
j
and cov(yi j , yih ) using posterior samples of i j and ih obtained from
erogeneity. Let i j = exp (Xi j) .
Markov chain Monte Carlo (MCMC) methods.
We account for the dependence among the multivariate crash
counts of J different crash types (or severity levels) at site i by modeling
2.3. Priors
the random effects i = ( i1, i2 , , iJ ) using copulas, i.e.,
i C (F1, , FJ ), (5) Bayesian modeling requires prior specification for all unknown
where C is a copula and Fj is the marginal cdf of i j . Although any parameters in the model. For the priors, we assume that parameters
choice of copula can be made for i , we focus on the Gaussian copula in ( 1 , 2, …, J , 1, 2, …, J , R) independently follow the following dis-
this paper because the Gaussian copula is easy to handle while being tributions:
able to incorporate a general dependence structure. j NK + 1 (b0j , B0 1), j = 1, , J,
For random effects i , we assume j Gamma (c0j, d0j ),
i = ( i1, 2
i , , J
i ) CRG (F1, , FJ ), (R) I {Rjk : Rjk = 1(j = k ), |Rjk | < 1(j k ) andRis positive definite},
where Fj is the marginal cdf of i
j
. From Eq. (2), the joint pdf of i can (8)
be given as where NK + 1 (b0j , B0 1) is the (K + 1)-variate normal distribution with
J mean vector b0j and precision matrix B0, Gamma (c0j, d 0j ) is the Gamma
1
h ( i ) = exp z i (R 1 I)z i f j ( i j ), distribution with a shape parameter c0j and a scale parameter d0j , i.e.,
2 (6)
j =1 with mean c0j d 0j . The prior for R given in (8) is a non-informative prior

3
E.S. Park, et al. Accident Analysis and Prevention 149 (2021) 105431

which is uniform on the restricted space where R satisfies the condition ( j|y j , j j
) fT ( j| ˆ , V ˆ j, 2)
for a correlation matrix (Barnard et al., 2000). Here, (b0j , B0 1, c0j, d 0j ), min ,1 .
j = 1, , J , are pre-specified hyper-parameters. ( j|y j , j ˆj
) fT ( j *| , V ˆ j, 2)

2.4. MCMC implementation Sampling = ( 1, 2 , , J ).

The MH algorithm can be used to sample from the full conditional
The joint posterior distribution of the parameters is given as follows: distribution
I J ( | , R)
j
Posterior likelihood = [{ f (yi j | j , i )} cRG (F1 ( i1), F2 ( i2), J I
i=1 j=1 j j
× prior [exp {0. 5z i (I R 1) z i } exp {( j 1) log i
j
i
J
j=1 i=1
,FJ ( i
J
)) f j ( i j )]
+ j log j log ( j )}]
j=1
J j
× (R) ( j |b0j , B0 1) fG ( j |c0j, d 0j ), × exp (c0j 1) log j .
j=1
d 0j

where cRG (u) is the density of the Gaussian copula given as

( 1 (u ), , 1 (u ))
R 1 J
cRG (u) = J
,
( 1 (u ))
j =1 j

u = (u1, ,uJ ) (0, 1) J , A truncated normal distribution fTN ( j | ˆ j , 22 V ˆ j ) is used as a proposal

R is the joint density of J-variate normal distribution with a mean zero distribution where the location parameter ˆ j and the scale parameter
vector and correlation matrix R , 1
is the quantile function, is the V ˆ j are obtained by using the Newton-Raphson algorithm, and 2 is a
density function of the standard normal distribution, and Fj and f j are tuning parameter. A proposal j is drawn from . Then is accepted
the cdf and pdf of the marginal distribution of i j , respectively, and with probability = min { *, 1} , where
fG ( j |c0j, d 0j ) is the pdf of Gamma (c0j, d 0j ) distribution. J
( j| , R) ( ( j ˆ j) ( V ˆ j ))
2
Parameter estimation for ( 1 , 2 , , J , 1, 2 , , J , R, 1 , , I ) , *=
j=1
J
.
i = ( i ,
1 2
, iJ ) , can be performed by using posterior samples ( j| , R) ( ( j ˆ j) ( 2 V ˆ j ))
i , j=1
generated from the following Markov chain Monte Carlo (MCMC) al-
gorithm. Sampling R .
The full conditional posterior density function of R is given as
MCMC algorithm: I

Sampling i = ( i1, i2 , , iJ ) , i = 1, ,I . (R| , ) f ( i |R , ) (R)

The full conditional posterior density function of i=1

, iJ ) is given as
1 2 I
i = ( i , i ,
cRG (F1 ( i1), , FJ ( J
i )) (R)
1)z J j j j
( i |yi , , , R) exp[0. 5z i (I R i] × j =1
exp[ µi + yi log(µi ) i=1
I
+( j 1)log vi j j v j],
i R (z i ) (R)
i=1
where = ( 1,
, =( , , zi =
2, …, J) zi = 1, J) (z i1, ,z iJ ) , j 1F ( j ) ,
j i I
I
and µi j = i j exp (Xi j ) . Obviously, the conditional posterior distribution exp[ log |R| 0.5 z i R 1z i] I (A),
2 (9)
of i is not given in a convenient form for sample generation. We use a i=1

random walk Metropolis Hastings (RW-MH) algorithm to generate where z i = ( 1F1 ( i1), , 1FJ ( iJ )) , I( ) is the indicator function, and
MCMC samples of i . A proposal i* is drawn from LN ( i , 12 IJ ), J- A = {R: Rjk = 1(j = k ), |Rjk | < 1(j k ), R is positive definite}.
variate log-normal distribution with parameters i and 12 IJ where i is Sampling R from its conditional posterior distribution is challenging
the current value of i , IJ is the J-dimensional identify matrix, and 1 is a especially due to the constraints on the correlation matrix (positive
tuning parameter. The proposal i* is accepted with probability definiteness and fixed diagonal elements). We get around this difficulty
J j
= min { *, 1} , where * =
( *i | yi , , , R) by employing the parameter-expanded reparameterization and
j .
j=1 i
× J
Metropolis-Hasting (PX-RPMH) algorithm of Liu and Daniels (2006) for
( i | yi , , , R)
j =1 i

Note that is the proposal density ratio of and i*.

J J
*j sampling the correlation matrix R. In this algorithm, the difficulty of
j
j =1 i j =1 i i
Sampling . = ( 1, 2 , .., J ) sampling R can be overcome by simulating covariance matrix from
j = j j
( 0, 1, , Kj ) , j = 1, ,J is a (K + 1)-dimensional an inverse Wishart distribution, and then transforming it back to cor-
column vector. We use the same strategy as that in Chib and relation matrix through the reduction function (R = D 1 D 1) where D
Winkelmann (2001) to sample j from the full conditional distribution is a diagonal matrix. The algorithm consists of two steps.
I Step 1:
( j|y j , j
) exp{ µi j + yi j log(µi j )} Let T:(z, R) (z*, ) be a one-to-one mapping where z*i = Dzi ,
= DRD, is a J × J positive definite matrix, and i = 1 zij*2 = 1 for each
I
i=1

× exp[ 0.5{( j b0j ) B0 ( j b0j )}], j = 1, .., J . Choose 2 (R) |R| (J + 1) 2 I (A) as a proposal prior for R, and
denote i = 1 R (z i) in Eq. (9) as f (z |R) . Note that the parameters and
I
where µi j = exp (Xi j ) , y j = ( y1j ,
i
j
yIj ) , and j = ( 1j , I ). A
j
are related to R only through z. Combining f (z |R) with the proposal
ˆ j
multivariate t-distribution fT ( | , V ˆ j, 2 ) is used as a proposal dis-
j
prior 2 (R) gives
tribution where the degrees of freedom 2 is a tuning parameter, the I
j (I + J + 1) 1
location parameter ˆ and the scale parameter V ˆ j are obtained by using (z, R) exp log |R| z i R 1z i I (A) .
2 2 (10)
the Newton-Raphson algorithm. A proposal j drawn from i=1
j
fT ( j| ˆ , V ˆ j, 2 ) is then accepted with probability Now, using the one-to-one mapping T:(z, R) (z*, ) ,

4
E.S. Park, et al. Accident Analysis and Prevention 149 (2021) 105431

(I + J + 1) Table 2
(z*, ) exp log |R| + (I + J + 1)log |D 1| Descriptive Statistics for California Intersections.
2
I Variables Levels Frequency % of Total
1 1z*
z*i i
2 Lighting) 0 (No) 290 64.6 %
i=1
1 (Yes) 159 35.4 %
(I + J + 1) 1 Painted Left Turn 0 (No) 273 60.8 %
exp log | | tr (z* z* 1) .
2 2 1 (Yes) 176 39.2 %
Curb Med Left Turn 0 (No) 389 86.6 %
Hence, the conditional density of given z* is IW (S, I ) , the Inverse 1 (Yes) 60 13.4 %
Wishart distribution with scale matrix S = i = 1 zi*zi* and the degrees of
I Right Turn Channel 0 (No) 386 86.0 %
1 (Yes) 63 14.0 %
freedom I.
ML Lanes 2 71 15.8 %
Step 2: 4 378 84.2 %
Draw a proposal * IW (S , I ) and let R* = D* 1 *D* 1 where Mountain Terrain 0 (No) 387 86.2 %
D* = diag ( 11 * , , JJ* ) , jj* ( j = 1, .., J ) is the jth diagonal element of 1 (Yes) 62 13.8 %
* . The proposal correlation matrix R* is accepted with probability Rolling Terrain 0 (No) 288 64.1 %
1 (Yes) 161 35.9 %
= min { *, 1} , where
Min Max Mean SD
(R*| , ) (z , R) J+1 Log (Major AADT) 7.7956 11.2683 9.4195 0.7514
*= × = exp ( log |R*| log |R|) . Log (Minor AADT) 2.3026 10.0481 4.9193 1.5148
(R| , ) (z, R*) 2
Note: ML Lanes denotes Number of Main Lanes.

3. Application to California intersection crash data

prediction bias (MPB) is close to 0 for both models. It can be seen from
Table 3 that the coefficients sometimes change from positive to nega-
The proposed Bayesian copula modeling approach was applied to
tive values and vice versa for different crash severity levels (e.g.,
the crash count data of five different severity levels (Sev1: fatal (K),
painted left-turn bay), which is consistent with the observations made
Sev2: incapacitating-injury (A), Sev3: non-incapacitating injury (B),
by Park and Lord (2007). Recall that MVPLN models can also be viewed
Sev4: minor injury (C), Sev5: property damage only (O)) collected from
as a special case of copula-based random effects models assuming the
451 three-legged unsignalized intersections in California. These data
Gaussian copula with a general correlation matrix and lognormal
were previously analyzed by a multivariate Poisson-Lognormal
marginal distributions for random effects. This suggests that some
(MVPLN) modeling approach in Park and Lord (2007). There were 77
variables may have a different effect given the severity outcome of the
fatal injuries, 202 accidents of severity 2, 738 accidents of severity 3,
crash. Note that some coefficients appear to be counterintuitive, which
865 accidents of severity 4, and 2,857 PDO accidents at those 451 in-
was also observed in Park and Lord (2007). For example, the presence
tersections for 10 years. Table 1 contains summary statistics of multi-
of lighting is associated with more crashes for Sev4 and Sev5 (under
variate crash frequency by severity. In the table, the unit of crash fre-
both multivariate and univariate models), which might have been
quency is the number of crashes per intersection for 10 years.
caused by some confounding factors such as the speed limit or other
Table 2 presents the descriptive statistics for the roadway char-
unmeasured intersection characteristic variables. While we recognize
acteristic variables used as predictor variables in the regression ana-
the limitation of this database, we would like to emphasize that the
lysis. The major and minor roads of the intersection are defined as a
purpose of this paper is to present a general method that can encompass
function of the entering traffic flow. The legs with the highest entering
previously proposed multivariate approaches for accounting for corre-
flows are defined as major AADT.
lations in the multivariate crash counts as well as independent multi-
We fitted the proposed Bayesian multivariate Poisson-Gamma
variate approaches (i.e., univariate approaches) and illustrate the
mixture models of Section 2, assuming the Gaussian copula with a
method on the real crash counts of different severity levels.
general correlation matrix. Table 3 gives the estimates (posterior means
Table 4 contains the posterior means of the correlation matrix of the
and standard deviations) of the regression coefficients . For compar-
random effects, which illustrates the correlation structure estimated by
ison, we also present the estimates obtained from applying Bayesian
our multivariate model. Although correlations are positive in this case
independent multivariate Poisson-Gamma mixture models with the
(which was resulted by the nature of the data not by the restrictions
Gaussian copula having a correlation matrix equal to the identity ma-
imposed by the model), the correlation structure is not homogeneous.
trix (which are equivalent to univariate Bayesian Poisson-Gamma
This heterogeneous correlation structure would not have been modeled
mixture models) in the table. In general, the joint multivariate Poisson-
by Archimedean copulas. It can be seen that crashes of Severity 4 and
Gamma mixture model and the independent multivariate Poisson-
Severity 5 are even more closely related than crashes of other severity
Gamma mixture model (i.e., univariate Poisson-Gamma mixture
levels.
models) give consistent results in terms significance of model coeffi-
As discussed in Chib and Winkelmann (2001), the model can also be
cients and effect sizes. A number of goodness of fit measures (MSE,
used to obtain predictive distributions and the proper modeling of the
MAE, and MPB) for the joint and independent models are also given in
correlation structure is expected to be more important in predicting
the table, which indicate that the joint model performs slightly better
joint probabilities. Following the procedure given in Chib and
than the independent model (in terms of RMSE and MAE). The mean
Winkelmann (2001), we performed in-sample predictions of joint
probabilities of several events to compare the performance of a multi-
Table 1
Summary Statistics of Multivariate Crash Counts for California Intersection
variate model and a univariate model. Table 5 presents the empirical
Data. frequency distributions of the data and probabilities predicted by the
joint model (from a multivariate approach accommodating a general
Dependent Variables Sum Mean Variance Minimum Maximum
correlation structure) and the independent model (from a univariate
Sev1 (Y1) 77 0.17 0.27 0 5 approach). It can be seen that overall the joint model outperforms the
Sev2 (Y2) 202 0.45 0.92 0 6 independence model in predicting probabilities of the events in Table 5.
Sev3 (Y3) 738 1.64 6.33 0 20 Specifically, for the event of no crashes of any severity level over 10
Sev4 (Y4) 865 1.92 12.65 0 28
years occurring at an intersection (the first row) and the event of at
Sev5 (Y5) 2857 6.33 98.99 0 88
least one crashes of each severity level over 10 years occurring at an

5
E.S. Park, et al. Accident Analysis and Prevention 149 (2021) 105431

Table 3
Estimates of Regression Coefficients Obtained by Applying Multivariate Poisson-Gamma Mixture Regression Models with Gaussian Copulas.
Model Joint Multivariate Poisson-Gamma mixture model Independent Multivariate Poisson-Gamma mixture model
Copula GCG GCI

Severity Variable
Sev1 Constant −13.5054 (1.5107) −13.9783 (1.5189)
Lighting −0.5202 (0.3370) −0.6223 (0.3344)
Painted Left Turn 0.4819 (0.2882) 0.4707 (0.3014)
Curb Med Left Turn 0.4864 (0.3574) 0.5463 (0.3595)
Right Turn Channel 0.2636 (0.3296) 0.2543 (0.3282)
ML Lanes 0.3390 (0.2888) 0.2644 (0.2823)
Mountain −0.0916 (0.3859) −0.1831 (0.3924)
Rolling −0.4647 (0.2828) −0.4709 (0.2856)
Log(Major AADT) 0.9471 (0.1629) 1.0208 (0.1624)
Log(Minor AADT) 0.2025 (0.0891) 0.2248 (0.0927)
Goodness-of-fit measure RMSE 0.3959 0.4188
MAE 0.2052 0.2150
MPB −0.0002 −0.0004
Sev2 Constant −12.3576 (1.1543) −13.0553 (1.2041)
Lighting 0.3055 (0.2080) 0.2470 (0.2084)
Painted Left Turn 0.5277 (0.1925) 0.5430 (0.2012)
Curb Med Left Turn 0.1618 (0.2764) 0.1839 (0.2835)
Right Turn Channel 0.2153 (0.2355) 0.2371 (0.2318)
ML Lanes 0.1813 (0.1684) 0.1568 (0.1669)
Mountain 0.4281 (0.2714) 0.3802 (0.2721)
Rolling 0.4402 (0.1900) 0.4514 (0.1874)
Log(Major AADT) 0.9294 (0.1230) 1.0161 (0.1256)
Log(Minor AADT) 0.2051 (0.0606) 0.2026 (0.0618)
Goodness-of-fit measure RMSE 0.6415 0.6744
MAE 0.3891 0.4049
MPB 0.0005 −0.0001
Sev3 Constant −9.3322 (0.7629) −10.1926 (0.8149)
Lighting 0.2599 (0.1307) 0.1985 (0.1344)
Painted Left Turn 0.0846 (0.1266) 0.1215 (0.1253)
Curb Med Left Turn 0.0460 (0.1792) 0.0826 (0.1794)
Right Turn Channel 0.0998 (0.1597) 0.0441 (0.1672)
ML Lanes 0.0562 (0.0915) 0.0531 (0.0907)
Mountain 0.5138 (0.1704) 0.5682 (0.1710)
Rolling 0.0534 (0.1230) 0.0879 (0.1264)
Log(Major AADT) 0.8702 (0.0804) 0.9639 (0.0858)
Log(Minor AADT) 0.1715 (0.0400) 0.1676 (0.0398)
Goodness-of-fit measure RMSE 1.2369 1.2892
MAE 0.8319 0.8676
MPB 0.0004 −0.0004
Sev4 Constant −11.1559 (0.7786) −11.2137 (0.8189)
Lighting 0.5932 (0.1353) 0.5390 (0.1409)
Painted Left Turn −0.0103 (0.1345) 0.0291 (0.1370)
Curb Med Left Turn −0.1817 (0.1912) −0.1185 (0.2004)
Right Turn Channel 0.2317 (0.1660) 0.3253 (0.1756)
ML Lanes 0.0228 (0.0941) 0.0050 (0.0978)
Mountain 0.4579 (0.1755) 0.4583 (0.1916)
Rolling 0.0380 (0.1305) 0.0470 (0.1354)
Log(Major AADT) 1.0498 (0.0851) 1.0715 (0.0888)
Log(Minor AADT) 0.2149 (0.0412) 0.1998 (0.0428)
Goodness-of-fit measure RMSE 1.3461 1.4138
MAE 0.8488 0.8967
MPB −0.0006 −0.0006
Sev5 Constant −9.2792 (0.5491) −9.6529 (0.5973)
Lighting 0.4643 (0.0992) 0.4996 (0.1068)
Painted Left Turn −0.2315 (0.1013) −0.2276 (0.1061)
Curb Med Left Turn −0.2003 (0.1407) −0.1919 (0.1450)
Right Turn Channel 0.0693 (0.1269) 0.0982 (0.1325)
ML Lanes 0.1285 (0.0649) 0.1417 (0.0699)
Mountain 0.6068 (0.1354) 0.5883 (0.1345)
Rolling 0.1079 (0.0956) 0.0618 (0.1003)
Log(Major AADT) 0.9437 (0.0603) 0.9833 (0.0656)
Log(Minor AADT) 0.2356 (0.0318) 0.2282 (0.0325)
Goodness-of-fit measure RMSE 2.5147 2.5484
MAE 1.6613 1.6858
MPB −0.0025 0.0017

Notes: 1. GCG: Gaussian Copula with a general correlation matrix, GCI: Gaussian Copula with a correlation matrix equal to the identity matrix; 2. Both of multivariate
models and univariate models were implemented by MCMC; 3. Numbers in parentheses represent posterior standard deviations; 4. Statistically significant effects at
the 95 % level (i.e., those for which the corresponding 95 % posterior intervals do not contain 0) are shown in bold; 5. RMSE (Root Mean Squared Error), MAE (Mean
Absolute Error), and MPB (Mean Prediction Bias) are defined as RMSE =
1
N
N
i=1
(yi ˆy )
i
2
, MAE =
1
N
N
i=1
|yi ˆy |, and MPB =
i
1
N
N
i=1
(yi ˆy ), respectively, where
i
N is the number of observations, yi is the observed crash count, and ŷi is the predicted crash count..

6
E.S. Park, et al. Accident Analysis and Prevention 149 (2021) 105431

Table 4 that an advantage of a multivariate model in parameter estimation

Estimated Correlation Matrix of the Random Effects. manifests especially for fatal crashes (Severity 1), which seems to be a
Sev1 Sev2 Sev3 Sev4 Sev5 consequence of borrowing the strength from crashes of other severity
levels through joint modeling. The real advantage of the joint model
Sev1 1.0000 over the independence model (univariate models) was also demon-
Sev2 0.5606 1.0000
strated in the prediction of the joint probabilities of crash events at an
Sev3 0.6122 0.6972 1.0000
Sev4 0.6175 0.6618 0.8092 1.0000
intersection over the sampling period (e.g., the joint probability that an
Sev5 0.6244 0.6639 0.7805 0.8744 1.0000 intersection experiences no crashes over the 10-year period or the joint
probability that an intersection experiences at least one crash of each of
five severity levels over the 10-year period, etc.).
Table 5 The empirical implication of the proposed modeling exercise is that
In-Sample Predictions of Joint Probabilities. unequal correlations among multivariate crash counts of different se-
Event Actual Joint Independent verity levels were able to be estimated (as the correlation structure of
(Empirical) (Multivariate) (Univariate) the random effects is taken to be fully general), which would not have
been possible by the use of Archimedean copulas which can model only
(0, 0, 0, 0, 0) 0.0998 0.1007 0.0623
equal correlations. Another implication is that the prediction of joint
(1+, 0, 0, 0, 0) 0.0044 0.0027 0.0031
(0, 1+, 0, 0, 0) 0.0067 0.0061 0.0070
probabilities of crash events is deemed simpler and more accurate in
(0, 0, 1+, 0, 0) 0.0244 0.0269 0.0321 the context of our approach compared to other approaches utilizing
(0, 0, 0, 1+, 0) 0.0133 0.0180 0.0267 Archimedean copulas because, conditional on the latent effects, the
(0, 0, 0, 0, 1+) 0.1441 0.1460 0.1335 multivariate counts (of different severity levels) have independent
(1+,1+,1+,1+,1+) 0.0554 0.0500 0.0367
Poisson distributions in our model and the joint probabilities can easily
Notes: 1. The values in the Event column represent the values for (Sev1, Sev2, be obtained through multiplication based on the output from the MCMC
Sev3, Sev4, Sev5); 2. ‘0’ represent ‘no crash’ and ‘1+’ represents ‘at least one algorithm. Also, as mentioned earlier, the proper modeling of the
crash’. general correlation structure (not artificially restricted to homogeneous
correlations) is important for more accurate predictions of joint prob-
intersection (the last row), the predictions of the joint model sig- abilities.
nificantly superior to the predictions under independence. We are currently working on generalization of a copula-based
multivariate count regression model to before-after safety evaluation as
well as extension to implementing a t-copula to account for tail de-
4. Summary and discussion pendence in multivariate crash counts. Future efforts will also include
employing different marginal distributions for crashes of different se-
In this paper, we have presented a Bayesian copula-based multi- verities or types. For example, to cope with the high frequency of zeros
variate approach for jointly modeling multivariate crash count data. We for fatal crashes, one may use a zero-inflated Poisson distribution for
used a multivariate count regression model with correlated random Severity 1 while using negative binomial distributions for other severity
effects modeled by a Gaussian copula along with gamma marginals to levels.
account for overdispersion. Unlike the previously proposed copula-
based models that used Archimedean copulas under some restrictive Declaration of Competing Interest
assumptions on the correlation structure (such as positive and homo-
geneous correlations), our approach which models multivariate random The authors declare that they have no known competing financial
effects using Gaussian copulas allows for a general correlation structure interests or personal relationships that could have appeared to influ-
among multivariate crash counts. ence the work reported in this paper.
Our modeling approach coupled with Bayesian estimation has a
great flexibility in the choice of marginal distributions. Although in this Acknowledgments
paper we used a gamma distribution as the marginal distribution of
random effects (which subsequently leads to a negative binomial mar- Man-Suk Oh’s research was supported by Basic Science Research
ginal distribution for crash counts) as a way of accommodating over- Program through the National Research Foundation of Korea (NRF)
dispersion, any marginal distribution can be chosen in principle. The funded by the Korean Government (NRF-2016R1A2B4008914). Jae
proposed approach can also encompass previously suggested popular Youn Ahn’s research was supported by the National Research
multivariate count regression models including multivariate Poisson- Foundation of Korea (NRF) grant funded by the Korean Government
Gamma mixture models and multivariate Poisson-Lognormal regression (NRF-2017R1D1A1B03032318). Rosy Oh’s research was supported by
models as well as independent multivariate Poisson-Gamma mixture Basic Science Research Program through the National Research
models. Foundation of Korea (NRF) funded by the Ministry of Education (Grant
We implemented parameter estimation by MCMC within a Bayesian No. 2019R1A6A1A11051177). The authors gratefully acknowledge
framework. The most challenging part of MCMC implementation is si- many helpful comments from the reviewers.
mulating a correlation matrix of a Gaussian. We dealt with this problem
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