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Keynote lecture: Estimation of count-data panel models

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  • Pravin K. Trivedi

    (Indiana University)

Abstract

In this talk, I will cover a number of topics related to the estimation of panel models for count data, with empirical illustrations estimated using Stata. For the theoretical background, I will rely on my book with Colin Cameron, Microeconometrics: Methods and Applications (2005, Cambridge University Press). Some of my illustrations will be based on material in my recent book with Colin Cameron, Microeconometrics Using Stata (2009, Stata Press), but several others will be based on as yet unpublished material. This talk will be operational in orientation and, for specificity, I will rely on examples estimated in Stata. I plan to cover the following topics: nonlinear panel-data modeling for exponential mean models, fixed- and random-effects panel models for the Poisson and negative binomial regression, nonlinear GMM estimation of Poisson panel regression with sample selection or endogenous regressors, dynamic panel Poisson regression with correlated random effects, dynamic panel Poisson regression with linear feedback, finite mixture models for panel Poisson regression

Suggested Citation

  • Pravin K. Trivedi, 2010. "Keynote lecture: Estimation of count-data panel models," Mexican Stata Users' Group Meetings 2010 06, Stata Users Group.
    • Handle: RePEc:boc:msug10:06
    as

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    File URL: http://fmwww.bc.edu/repec/msug2010/mex10sug_trivedi.pdf
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    References listed on IDEAS

    as
    1. Frank Windmeijer, 2006. "GMM for panel count data models," CeMMAP working papers CWP21/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Jeffrey M. Wooldridge, 2005. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54, January.
    3. Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318, Elsevier.
    4. Koenker, Roger, 2004. "Quantile regression for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 91(1), pages 74-89, October.
    5. 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.
    6. Patrick Sevestre & Laszlo Matyas, 2008. "The Econometrics of Panel Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00279977, HAL.
    7. Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
    8. Victor Chernozhukov & Ivan Fernandez-Val & Amanda E. Kowalski, "undated". "Censored Quantile Instrumental Variable Estimation via Control Functions," Boston University - Department of Economics - Working Papers Series wp2009-012, Boston University - Department of Economics.
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