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Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment

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Author Info

  • Partha Deb

    ()
    (Hunter College, City University of New York)

  • Pravin K. Trivedi

    ()
    (Indiana University)

Abstract

We describe specification and estimation of a multinomial treatment effects negative binomial regression model. A latent factor structure is used to accommodate selection into treatment, and a simulated likelihood method is used for estimation. We describe its implementation via the mtreatnb command. Copyright 2006 by StataCorp LP.

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Bibliographic Info

Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 6 (2006)
Issue (Month): 2 (June)
Pages: 246-255

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Handle: RePEc:tsj:stataj:v:6:y:2006:i:2:p:246-255

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Related research

Keywords: mtreatnb; multinomial treatment effects; latent factors; count data; negative binomial; multinomial logit; multinomial logistic; Halton sequences; maximum simulated likelihood;

References

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  1. Bhat, Chandra R., 2001. "Quasi-random maximum simulated likelihood estimation of the mixed multinomial logit model," Transportation Research Part B: Methodological, Elsevier, vol. 35(7), pages 677-693, August.
  2. Lee, Lung-Fei, 1983. "Generalized Econometric Models with Selectivity," Econometrica, Econometric Society, vol. 51(2), pages 507-12, March.
  3. Daniel McFadden & Kenneth Train, 2000. "Mixed MNL models for discrete response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 447-470.
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Cited by:
  1. Anna Zhu, 2007. "The Effect of Maternal Employment on the Likelihood of a Child Being Overweight," Discussion Papers 2007-17, School of Economics, The University of New South Wales.
  2. John Cawley & Chad Meyerhoefer, 2010. "The Medical Care Costs of Obesity: An Instrumental Variables Approach," NBER Working Papers 16467, National Bureau of Economic Research, Inc.
  3. Antonio Di Paolo, 2012. "(Endogenous) occupational choices and job satisfaction among recent PhD recipients: evidence from Catalonia," Working Papers XREAP2012-21, Xarxa de Referència en Economia Aplicada (XREAP), revised Dec 2012.
  4. Partha Deb & Papa Seck, 2009. "Internal Migration, Selection Bias and Human Development: Evidence from Indonesia and Mexico," Human Development Research Papers (2009 to present) HDRP-2009-31, Human Development Report Office (HDRO), United Nations Development Programme (UNDP), revised Jul 2009.
  5. Nguyen, Ha Trong & Connelly, Luke Brian, 2014. "The effect of unpaid caregiving intensity on labour force participation: Results from a multinomial endogenous treatment model," Social Science & Medicine, Elsevier, vol. 100(C), pages 115-122.
  6. Thomas Leoni & Rainer Eppel, 2013. "Women's Work and Family Profiles over the Lifecourse and their Subsequent Health Outcomes. Evidence for Europe," WWWforEurope Working Papers series 28, WWWforEurope.

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