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Count Data Regression Using Series Expansions: With Applications

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  • Cameron, A Colin
  • Johansson, Per

Abstract

A new class of parametric regression models for both under- and over-dispersed count data is proposed. These models are based on squared polynomial expansions around a Poisson baseline density. The approach is similar to that for continuous data using squared Hermite polynomials proposed by Gallant and Nychka and applied to financial data by, among others, Gallant and Tauchen. The count models are applied to underdispersed data on the number of takeover bids received by targeted firms, and to overdispersed data on the number of visits to health practitioners. The models appear to be particularly useful for underdispersed count data.

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File URL: http://qed.econ.queensu.ca:80/jae/1997-v12.3/
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Bibliographic Info

Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 12 (1997)
Issue (Month): 3 (May-June)
Pages: 203-23

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Handle: RePEc:jae:japmet:v:12:y:1997:i:3:p:203-23

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Cited by:
  1. James E. Prieger, . "A Generalized Parametric Selection Model for Non-Normal Data," Department of Economics 00-09, California Davis - Department of Economics.
  2. Andrés Romeu & Marcos Vera-Hern�ndez, 2005. "Counts with an endogenous binary regressor: A series expansion approach," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 1-22, 03.
  3. Andr? Romeu-Santana & ?gel M. Vera-Hern?dez, . "A Semi-Nonparametric Estimator For Counts With An Endogenous Dummy. Variable," UFAE and IAE Working Papers 452.00, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  4. Partha Deb & Ann M. Holmes, 2000. "Estimates of use and costs of behavioural health care: a comparison of standard and finite mixture models," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 475-489.
  5. Eduardo Fé-Rodríguez & Richard Hofler, 2009. "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," The School of Economics Discussion Paper Series 0916, Economics, The University of Manchester.
  6. repec:ebl:ecbull:v:3:y:2008:i:42:p:1-13 is not listed on IDEAS
  7. Michael D. Creel & Montserrat Farell, 2001. "Likelihood-Based Approaches to Modeling Demand for Medical Care," UFAE and IAE Working Papers 498.01, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  8. Glenn Ellison & Ashley Swanson, 2012. "Heterogeneity in High Math Achievement Across Schools: Evidence from the American Mathematics Competitions," NBER Working Papers 18277, National Bureau of Economic Research, Inc.
  9. Klaauw, B. van der & Koning, R.H., 2000. "Testing the normality assumption in the sample selection model with an application to travel demand," Research Report 00F37, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  10. Laura Cavalli, 2012. "Fertility Intentions of Employed Mothers in Italy: Does the Choice of Public versus Private Sector Matter?," Working Papers 27/2012, University of Verona, Department of Economics.
  11. Michael Creel, 2005. "User-Friendly Parallel Computations with Econometric Examples," UFAE and IAE Working Papers 637.05, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  12. Michael Creel & Montserrat Farell, 2005. "Modeling Usage of Medical Care Services: The Medical Expenditure Panel Survey Data, 1996-2000," UFAE and IAE Working Papers 646.05, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  13. Hiroaki Masuhara, 2008. "Semi-nonparametric count data estimation with an endogenous binary variable," Economics Bulletin, AccessEcon, vol. 3(42), pages 1-13.
  14. A. Colin Cameron & Per Johansson, 2004. "Bivariate Count Data Regression Using Series Expansions: With Applications," Working Papers 9815, University of California, Davis, Department of Economics.
  15. Bauer, Thomas K. & Million, Andreas & Rotte, Ralph & Zimmermann, Klaus F., 1998. "Immigration Labor and Workplace Safety," IZA Discussion Papers 16, Institute for the Study of Labor (IZA).
  16. Glenn Ellison & Ashley Swanson, 2012. "Heterogeneity in High Math Achievement Across Schools: Evidence from the American Mathematics Competition," CESifo Working Paper Series 3903, CESifo Group Munich.
  17. Mailu, Stephen & Kuloba, Bernard & Ruto, Eric & Nyangena, Wilfred, 2010. "Effect of cropping policy on landowner reactions towards wildlife: a case of Naivasha area, Kenya," MPRA Paper 21308, University Library of Munich, Germany.
  18. Sarker, Rakhal & Surry, Yves R., 2003. "The Fast Decay Process In Recreational Demand Activities And The Use Of Alternative Count Data Models," Working Papers 34147, University of Guelph, Department of Food, Agricultural and Resource Economics.

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