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Modeling Selectivity in Count-Data Models

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Author Info
van Ophem, Hans
Abstract

This article presents a method for modeling endogenous selectivity in count data. As in the case of the switching-regression model, two regimes are distinguished with potentially different data-generating processes. The regime choice is allowed to be correlated with the observed count in each of the regimes. An estimable model is obtained by transforming the underlying processes to the bivariate normal distribution. An empirical application on trip count is provided.

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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 18 (2000)
Issue (Month): 4 (October)
Pages: 503-11
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Handle: RePEc:bes:jnlbes:v:18:y:2000:i:4:p:503-11

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  1. Martin Schellhorn, 2002. "Auswirkungen wählbarer Selbstbehalte in der Krankenversicherung: Lehren aus der Schweiz?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 71(4), pages 411-426.
  2. Martin Schellhorn, 2001. "The effect of variable health insurance deductibles on the demand for physician visits," Health Economics, John Wiley & Sons, Ltd., vol. 10(5), pages 441-456. [Downloadable!]
  3. Partha Deb & Pravin K. Trivedi, 2002. "Specification and Simulated Likelihood Estimation of a Non-normal Outcome Model with Selection: Application to Health Care Utilization," Hunter College Department of Economics Working Papers 02/5, Hunter College: Department of Economics, revised 2004. [Downloadable!]
  4. Rainer Winkelmann, 2009. "Copula-based bivariate binary response models," Working Papers 0913, University of Zurich, Socioeconomic Institute. [Downloadable!]
  5. Michael Creel, 2002. "Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised)," UFAE and IAE Working Papers 509.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
  6. Erik Brouwer & Alfred Kleinknecht & Pierre Mohnen & Hans van Ophem, 2001. "R&D and Patents: Which Way Does the Causality Run?," CIRANO Working Papers 2001s-31, CIRANO. [Downloadable!]
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