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On Baseline Conditions For Zero-Inflated Longitudinal Count Data

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Author Info

  • Antonello Maruotti

    (University of Roma3)

  • Valentina Raponi

    (University of Rome La Sapienza)

Abstract

We describe a mixed-effects hurdle model for zero-inflated longitudinal count data, where a baseline variable is included in the model specification. Association between the count data process and the endogenous baseline variable is modeled through a latent structure, assumed to be dependent across equations. We show how model parameters can be estimated in a fnite mixture context, allowing for overdispersion, multivariate association and endogeneity of the baseline variable. The model behavior is investigated through a large scale simulation experiment. An empirical example on health care utilization data is provided.

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File URL: http://host.uniroma3.it/centri/crei/pubblicazioni/workingpapers2012/CREI_02_2012.pdf
File Function: First version, 2012
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Bibliographic Info

Paper provided by CREI Università degli Studi Roma Tre in its series Working Papers with number 0212.

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Length: 27 pages
Date of creation: 2012
Date of revision: 2012
Handle: RePEc:rcr:wpaper:02_12

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Keywords: Hurdle model - Baseline conditions - Longitudinal count data - Zero-inflation.;

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References

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  1. Monica Auteri & Antonello Maruotti, 2012. "Modelling waiting times in the Italian National Health Service," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 459-465, March.
  2. William Greene, 2009. "Models for count data with endogenous participation," Empirical Economics, Springer, vol. 36(1), pages 133-173, February.
  3. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
  4. Mullahy, John, 1986. "Specification and testing of some modified count data models," Journal of Econometrics, Elsevier, vol. 33(3), pages 341-365, December.
  5. Murat K. Munkin & Partha Deb & Pravin K. Trivedi, 2006. "Bayesian analysis of the two-part model with endogeneity: application to health care expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 1081-1099.
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