What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care
AbstractThis paper develops stochastic search variable selection (SSVS) for zero-inflated count models which are commonly used in health economics. This allows for either model averaging or model selection in situations with many potential regressors. The proposed techniques are applied to a data set from Germany considering the demand for health care. A package for the free statistical software environment R is provided.
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Bibliographic InfoPaper provided by The Rimini Centre for Economic Analysis in its series Working Paper Series with number 45_09.
Date of creation: Jan 2009
Date of revision: Jan 2009
Bayesian; model selection; model averaging; count data; zero-inflation; demand for health care;
Other versions of this item:
- Markus Jochmann, 2013. "What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care," Computational Statistics, Springer, vol. 28(5), pages 1947-1964, October.
- Jochmann, Markus, 2009. "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care," SIRE Discussion Papers 2009-54, Scottish Institute for Research in Economics (SIRE).
- Markus Jochmann, 2009. "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care," Working Papers 0923, University of Strathclyde Business School, Department of Economics.
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- I11 - Health, Education, and Welfare - - Health - - - Analysis of Health Care Markets
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