This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Instrumental-Variable Estimation Of Count Data Models: Applications To Models Of Cigarette Smoking Behavior

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
John Mullahy
Abstract

As with most analyses involving microdata, applications of count data models must somehow account for unobserved heterogeneity. The count model literature has generally assumed that unobservables and observed covariates are statistically independent. Yet for many applications this independence assumption is clearly tenuous. When the unobservables are omitted variables correlated with included regressors, standard estimation methods will generally be inconsistent. Though alternative consistent estimators may exist in special circumstances, it is suggested here that a nonlinear instrumental-variable strategy offers a reasonably general solution to such estimation problems. This approach is applied in two examples that focus on cigarette smoking behavior. © 2000 by the President and Fellows of Harvard College and the Massachusetts Institute of Technolog

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.catchword.com/cgi-bin/cgi?ini=bc&body=linker&reqidx=0034-6535(19971101)79:4L.586;1-
File Format: text/html
File Function:
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by MIT Press in its journal The Review of Economics and Statistics.

Volume (Year): 79 (1997)
Issue (Month): 4 (November)
Pages: 586-593
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:tpr:restat:v:79:y:1997:i:4:p:586-593

Contact details of provider:
Web page: http://mitpress.mit.edu/journals/

Order Information:
Web: http://mitpress.mit.edu/journal-home.tcl?issn=00346535

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Ángel Marcos Vera-Hernández, 1999. "Duplicate coverage and demand for health care. The case of Catalonia," Health Economics, John Wiley & Sons, Ltd., vol. 8(7), pages 579-598.
  2. Kevin E. Staub, 2009. "Simple tests for exogeneity of a binary explanatory variable in count data regression models," Working Papers 0904, University of Zurich, Socioeconomic Institute. [Downloadable!]
  3. Hendrik Jürges, 2007. "Health Insurance Status and Physician-Induced Demand for Medical Services in Germany: New Evidence from Combined District and Individual Level Data," Discussion Papers of DIW Berlin 689, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    Other versions:
  4. Martin Schellhorn, 2001. "A Comparison of Alternative Methods to Model Endogeneity in Count Models. An Application to the Demand for Health Care and Health Insurance Choice," Social and Economic Dimensions of an Aging Population Research Papers 40, McMaster University. [Downloadable!]
  5. Ari Hyytinen & Tuomas Takalo, 2004. "Multihoming in the Market for Payment Media: Evidence from Young Finnish Consumers," Discussion Papers 893, The Research Institute of the Finnish Economy. [Downloadable!]
    Other versions:
  6. Martin Schellhorn, 2004. "Wählbare Selbstbehalte in der Krankenversicherung der Schweiz: Nachfragesteuerung oder Selektion?," Diskussionsschriften dp0402, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
  7. Andrew Chesher, 2007. "Endogeneity and discrete outcomes," CeMMAP working papers CWP05/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  8. Shepherd, Ben, 2008. "Geographical Diversification of Developing Country Exports," MPRA Paper 11267, University Library of Munich, Germany. [Downloadable!]
  9. Donald S. Kenkel & Joseph V. Terza, 2001. "The effect of physician advice on alcohol consumption: count regression with an endogenous treatment effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 165-184. [Downloadable!]
  10. Timothy J. Richards, 2006. "Sales by multi-product retailers," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 261-277. [Downloadable!]
  11. Stefan Boes, 2007. "Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach," Working Papers 0704, University of Zurich, Socioeconomic Institute. [Downloadable!]
  12. Andrew Chesher, 2008. "Instrumental variable models for discrete outcomes," CeMMAP working papers CWP30/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  13. Stefan Boes, 2004. "Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors," Working Papers 0404, University of Zurich, Socioeconomic Institute. [Downloadable!]
  14. 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). [Downloadable!]
    Other versions:
  15. Jeffrey M. Wooldridge, 2001. "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 87-100, Fall. [Downloadable!] (restricted)
  16. John R. Moran & Kosali Ilayperuma Simon, 2004. "Income and the Use of Prescription Drugs by the Elderly: Evidence from the Notch Cohorts," Center for Policy Research Working Papers 66, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Other versions:
  17. Alka Chadha, 2005. "Trips and Patenting Activity: Evidence from the Indian Pharmaceutical Industry," Departmental Working Papers wp0512, National University of Singapore, Department of Economics. [Downloadable!]
  18. J. Vernon Henderson & Ari Kuncoro, 2004. "Corruption in Indonesia," NBER Working Papers 10674, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Statistics
Access and download statistics

Did you know? No RePEc service, like IDEAS, charges for the use or the display of bibliographic data.

This page was last updated on 2009-11-16.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.