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Models for count data with endogenous participation

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  • William Greene, 2009. "Models for count data with endogenous participation," Empirical Economics, Springer, vol. 36(1), pages 133-173, February.
    • Handle: RePEc:spr:empeco:v:36:y:2009:i:1:p:133-173
    DOI: 10.1007/s00181-008-0190-5
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    1. Wang, Peiming & Cockburn, Iain M & Puterman, Martin L, 1998. "Analysis of Patent Data--A Mixed-Poisson-Regression-Model Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 27-41, January.
    2. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Applications to Poisson Models," Econometrica, Econometric Society, vol. 52(3), pages 701-720, May.
    3. Greene, William, 2007. "Functional Form and Heterogeneity in Models for Count Data," Foundations and Trends(R) in Econometrics, now publishers, vol. 1(2), pages 113-218, August.
    4. Yen, Steven & Adamowicz, Wiktor L., 1994. "Participation, Trip Frequency and Site Choice: A Multinomial-Poisson Hurdle Model of Recreation Demand," Staff General Research Papers Archive 764, Iowa State University, Department of Economics.
    5. Terza, J.V., 1995. "Estmiating Count Data Models with Endogenous Switching and Sample Selection," Papers 4-95-14, Pennsylvania State - Department of Economics.
    6. Murphy, Kevin M & Topel, Robert H, 2002. "Estimation and Inference in Two-Step Econometric Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 88-97, January.
    7. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
    8. Paul Contoyannis & Andrew M. Jones & Nigel Rice, 2004. "The dynamics of health in the British Household Panel Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 473-503.
    9. William H. Greene, 1997. "FIML Estimation of Sample Selection Models for Count Data," Working Papers 97-02, New York University, Leonard N. Stern School of Business, Department of Economics.
    10. Murat K. Munkin & Pravin K. Trivedi, 1999. "Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 29-48.
    11. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
    12. Joseph Hilbe, 1994. "Negative binomial regression," Stata Technical Bulletin, StataCorp LP, vol. 3(18).
    13. Cameron, A. Colin & Trivedi, Pravin K., 1990. "Regression-based tests for overdispersion in the Poisson model," Journal of Econometrics, Elsevier, vol. 46(3), pages 347-364, December.
    14. William H. Greene, 1994. "Accounting for Excess Zeros and Sample Selection in Poisson and Negative Binomial Regression Models," Working Papers 94-10, New York University, Leonard N. Stern School of Business, Department of Economics.
    15. Andreas Million & Regina T. Riphahn & Achim Wambach, 2003. "Incentive effects in the demand for health care: a bivariate panel count data estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 387-405.
    16. William Greene, 2007. "Correlation in Bivariate Poisson Regression Model," Working Papers 07-14, New York University, Leonard N. Stern School of Business, Department of Economics.
    17. Terza, Joseph V., 1998. "Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects," Journal of Econometrics, Elsevier, vol. 84(1), pages 129-154, May.
    18. Krinsky, Itzhak & Robb, A Leslie, 1986. "On Approximating the Statistical Properties of Elasticities," The Review of Economics and Statistics, MIT Press, vol. 68(4), pages 715-719, November.
    19. Hausman, Jerry & Hall, Bronwyn H & Griliches, Zvi, 1984. "Econometric Models for Count Data with an Application to the Patents-R&D Relationship," Econometrica, Econometric Society, vol. 52(4), pages 909-938, July.
    20. Daniel B. Hall, 2000. "Zero-Inflated Poisson and Binomial Regression with Random Effects: A Case Study," Biometrics, The International Biometric Society, vol. 56(4), pages 1030-1039, December.
    21. Mullahy, John, 1986. "Specification and testing of some modified count data models," Journal of Econometrics, Elsevier, vol. 33(3), pages 341-365, December.
    22. Marcus Asplund & Rickard Sandin, 1999. "The Number of Firms and Production Capacity in Relation to Market Size," Journal of Industrial Economics, Wiley Blackwell, vol. 47(1), pages 69-85, March.
    23. Terza, Joseph V., 1985. "A Tobit-type estimator for the censored Poisson regression model," Economics Letters, Elsevier, vol. 18(4), pages 361-365.
    24. Cameron,A. Colin & Trivedi,Pravin K., 2005. "Microeconometrics," Cambridge Books, Cambridge University Press, number 9780521848053.
    25. Peiming Wang & Iain Cockburn & Martin L. Puterman, "undated". "A Mixed Poisson Regression Model for Analysis of Patent Data," Computing in Economics and Finance 1996 _049, Society for Computational Economics.
    26. William Greene, 2006. "A General Approach to Incorporating Selectivity in a Model," Working Papers 06-10, New York University, Leonard N. Stern School of Business, Department of Economics.
    27. Harris, Mark N. & Zhao, Xueyan, 2007. "A zero-inflated ordered probit model, with an application to modelling tobacco consumption," Journal of Econometrics, Elsevier, vol. 141(2), pages 1073-1099, December.
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    Cited by:

    1. Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
    2. Bratti, M. & Miranda, A, 2010. "Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation," Health, Econometrics and Data Group (HEDG) Working Papers 10/19, HEDG, c/o Department of Economics, University of York.
    3. Massimiliano Bratti & Alfonso Miranda, 2011. "Endogenous treatment effects for count data models with endogenous participation or sample selection," Health Economics, John Wiley & Sons, Ltd., vol. 20(9), pages 1090-1109, September.
    4. Mohammad Younus Bhat & Mohammad Sultan Bhatt, 2019. "Economic valuation of biodiversity in South Asia: The case of Dachigam National Park in Jammu and Kashmir (India)," Asia and the Pacific Policy Studies, Wiley Blackwell, vol. 6(1), pages 59-72, January.
    5. repec:hal:spmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
    6. Antonello Maruotti & Valentina Raponi, 2012. "On Baseline Conditions For Zero-Inflated Longitudinal Count Data," Working Papers 0212, CREI Università degli Studi Roma Tre, revised 2012.
    7. Jing Peng, 2023. "Identification of Causal Mechanisms from Randomized Experiments: A Framework for Endogenous Mediation Analysis," Information Systems Research, INFORMS, vol. 34(1), pages 67-84, March.
    8. Mahmood, Ammara & Sismeiro, Catarina, 2017. "Will They Come and Will They Stay? Online Social Networks and News Consumption on External Websites," Journal of Interactive Marketing, Elsevier, vol. 37(C), pages 117-132.
    9. repec:hal:wpspec:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
    10. Koppenberg, Maximilian & Mishra, Ashok K. & Hirsch, Stefan, 2023. "Food Aid and Violent Conflict: A Review of Literature," IZA Discussion Papers 16574, Institute of Labor Economics (IZA).
    11. Fang, Kuangnan & Wang, Xiaoyan & Shia, Ben-Chang & Ma, Shuangge, 2016. "Identification of proportionality structure with two-part models using penalization," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 12-24.
    12. Elisabeth Nindl, 2014. "An empirical assessment of Fairtrade: A perspective for low- and middle-income countries?," Department of Economics Working Papers wuwp160, Vienna University of Economics and Business, Department of Economics.
    13. Takuya Hasebe, 2018. "Treatment effect estimators for count data models," Health Economics, John Wiley & Sons, Ltd., vol. 27(11), pages 1868-1873, November.

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    More about this item

    Keywords

    Poisson regression; Count data; Heterogeneity; Lognormal; Two part model; C14; C23; C25;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities

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