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Consistent estimation of zero-inflated count models

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  • Kevin E. Staub

    ()
    (Department of Economics, University of Zurich)

  • Rainer Winkelmann

    ()
    (Department of Economics, University of Zurich)

Abstract

Applications of zero-inflated count data models have proliferated in health economics. However, zero-inflated Poisson or zero-inflated negative binomial maximum likelihood estimators are not robust to misspecification. This paper proposes Poisson quasi-likelihood estimators as an alternative. These estimators are consistent in the presence of excess zeros without having to specify the full distribution. The advantages of the Poisson quasi-likelihood approach are illustrated in a series of Monte Carlo simulations and in an application to the demand for health services.

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File URL: http://www.soi.uzh.ch/research/wp/2009/wp0908.pdf
File Function: revised version, 2011
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Bibliographic Info

Paper provided by Socioeconomic Institute - University of Zurich in its series SOI - Working Papers with number 0908.

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Length: 21 pages
Date of creation: Jun 2009
Date of revision: Aug 2011
Handle: RePEc:soz:wpaper:0908

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Keywords: Excess zeros; Poisson; logit; unobserved heterogeneity; misspecification;

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References

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  1. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Applications to Poisson Models," Econometrica, Econometric Society, vol. 52(3), pages 701-20, May.
  2. Ken Clark & Simon A. Peters & Mark Tomlinson, 2005. "The Determinants Of Lateness: Evidence From British Workers," Scottish Journal of Political Economy, Scottish Economic Society, vol. 52(2), pages 282-304, 05.
  3. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
  4. Axel Heitmueller, 2003. "Job Mobility in Britain: Are the Scots Different? Evidence from the BHPS," Working Papers E02, Department of Economics, School of Management and Languages, Heriot Watt University.
  5. Victoria Ateca-Amestoy, 2008. "Determining heterogeneous behavior for theater attendance," Journal of Cultural Economics, Springer, vol. 32(2), pages 127-151, June.
  6. Georgios Papadopoulos & J. M. C. Santos Silva, 2008. "Identification issues in models for underreported counts," Economics Discussion Papers 657, University of Essex, Department of Economics.
  7. John List, 2001. "Determinants of securing academic interviews after tenure denial: evidence from a zero-inflated Poisson model," Applied Economics, Taylor & Francis Journals, vol. 33(11), pages 1423-1431.
  8. Paula Stephan & Shiferaw Gurmu & Albert Sumell & Grant Black, 2007. "Who'S Patenting In The University? Evidence From The Survey Of Doctorate Recipients," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 16(2), pages 71-99.
  9. Ho, Woon-Yee & Wang, Peiming & Alba, Joseph D., 2009. "Merger and acquisition FDI, relative wealth and relative access to bank credit: Evidence from a bivariate zero-inflated count model," International Review of Economics & Finance, Elsevier, vol. 18(1), pages 26-30, January.
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Cited by:
  1. Maurus Rischatsch & Maria Trottmann, 2009. "Physician dispensing and the choice between generic and brand-name drugs – Do margins affect choice?," SOI - Working Papers 0911, Socioeconomic Institute - University of Zurich.
  2. Pandit, Mahesh & Paudel, Krishna P. & Hinson, Roger A., 2012. "Intensity of Integrated Pest Management (IPM) Practices Adoption by U.S. Nursery Crop Producers," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124942, Agricultural and Applied Economics Association.
  3. Prehn, Sören & Brümmer, Bernhard & Glauben, Thomas, 2012. "Structural gravity estimation & agriculture," DARE Discussion Papers 1209, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
  4. Maurus Rischatsch, 2009. "Simulating WTP Values from Random-Coefficient Models," SOI - Working Papers 0912, Socioeconomic Institute - University of Zurich.
  5. Gregori Baetschmann & Rainer Winkelmann, 2012. "Modelling zero-inflated count data when exposure varies: with an application to sick leave," ECON - Working Papers 061, Department of Economics - University of Zurich.
  6. Ilja Neustadt & Peter Zweifel, 2009. "Economic Well-Being, Social Mobility, and Preferences for Income Redistribution: Evidence from a Discrete Choice Experiment," SOI - Working Papers 0909, Socioeconomic Institute - University of Zurich, revised Jan 2010.
  7. Prehn, Sören & Brümmer, Bernhard, 2011. "Estimation issues in disaggregate gravity trade models," DARE Discussion Papers 1107, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
  8. Steiner, Susan & Chakraborty, Tanika & Mirkasimov, Bakhrom, 2013. "Transfer Behaviour in Migrant Sending Communities," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79713, Verein für Socialpolitik / German Economic Association.
  9. Prehn, Soren & Brummer, Bernhard & Glauben, Thomas, 2012. "Structural Gravity Estimation & Agriculture," 2012: New Rules of Trade?, December 2012, San Diego, California 142765, International Agricultural Trade Research Consortium.

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