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Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application

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  • MURAT K. MUNKIN
  • PRAVIN K. TRIVEDI

Abstract

This paper proposes and implements simulated maximum likelihood estimation of bivariate count models with unrestricted correlation pattern of unobserved heterogeneity. The implementation incorporates both antithetic acceleration and adjustment for first-order simulation bias. Both the Monte Carlo simulation evidence and an application to health utilization data confirm that the method is reliable and feasible in data analysis.

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Bibliographic Info

Article provided by Royal Economic Society in its journal The Econometrics Journal.

Volume (Year): 2 (1999)
Issue (Month): 1 ()
Pages: 29-48

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Handle: RePEc:ect:emjrnl:v:2:y:1999:i:1:p:29-48

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Related research

Keywords: Bivariate Poisson; Unobserved heterogeneity; Overdispersion; Simulation bias; Demand for medical services.;

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