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Semi-nonparametric count data estimation with an endogenous binary variable

Author

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  • Hiroaki Masuhara

    () (Section of Health Economics, Department of Gerontological Policy, National Center for Geriatrics and Gerontology (NCGG))

Abstract

This paper proposes a semi-nonparametric Poisson model with an endogenous binary variable, which generalizes bivariate correlated unobserved heterogeneity using Hermite polynomials, and compares this model with a parametric one. The National Health Interview Survey (NHIS) data from 1990 shows the difference between the endogenous binary variable's coefficients of the semi-nonparametric and parametric models.

Suggested Citation

  • Hiroaki Masuhara, 2008. "Semi-nonparametric count data estimation with an endogenous binary variable," Economics Bulletin, AccessEcon, vol. 3(42), pages 1-13.
  • Handle: RePEc:ebl:ecbull:eb-08c30069
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    References listed on IDEAS

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    1. Gabler, Siegfried & Laisney, Francois & Lechner, Michael, 1993. "Seminonparametric Estimation of Binary-Choice Models with an Application to Labor-Force Participation," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 61-80, January.
    2. Deb, Partha & Munkin, Murat K. & Trivedi, Pravin K., 2006. "Private Insurance, Selection, and Health Care Use: A Bayesian Analysis of a Roy-Type Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 403-415, October.
    3. Terza, Joseph V., 1998. "Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects," Journal of Econometrics, Elsevier, vol. 84(1), pages 129-154, May.
    4. Melenberg, B. & Van Soest, A., 1993. "Semi-Parametric Estimation on the Sample Selection Model," Papers 9334, Tilburg - Center for Economic Research.
    5. Windmeijer, F A G & Silva, J M C Santos, 1997. "Endogeneity in Count Data Models: An Application to Demand for Health Care," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 281-294, May-June.
    6. Sophia Rabe-Hesketh & Anders Skrondal & Andrew Pickles, 2002. "Reliable estimation of generalized linear mixed models using adaptive quadrature," Stata Journal, StataCorp LP, vol. 2(1), pages 1-21, February.
    7. Andrés Romeu & Marcos Vera-Hernández, 2005. "Counts with an endogenous binary regressor: A series expansion approach," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 1-22, March.
    8. Alfonso Miranda & Sophia Rabe-Hesketh, 2006. "Maximum likelihood estimation of endogenous switching and sample selection models for binary, ordinal, and count variables," Stata Journal, StataCorp LP, vol. 6(3), pages 285-308, September.
    9. Munkin, Murat K. & Trivedi, Pravin K., 2003. "Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: an application to the demand for healthcare," Journal of Econometrics, Elsevier, vol. 114(2), pages 197-220, June.
    10. Donald S. Kenkel & Joseph V. Terza, 2001. "The effect of physician advice on alcohol consumption: count regression with an endogenous treatment effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 165-184.
    11. van der Klaauw, Bas & Koning, Ruud H, 2003. "Testing the Normality Assumption in the Sample Selection Model with an Application to Travel Demand," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 31-42, January.
    12. John Mullahy, 1997. "Instrumental-Variable Estimation Of Count Data Models: Applications To Models Of Cigarette Smoking Behavior," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 586-593, November.
    13. Rabe-Hesketh, Sophia & Skrondal, Anders & Pickles, Andrew, 2002. "Reliable estimation of generalized linear mixed models using adaptive quadrature," Stata Journal, StataCorp LP, vol. 2(1), pages 1-21.
    14. Cameron, A Colin & Johansson, Per, 1997. "Count Data Regression Using Series Expansions: With Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 203-223, May-June.
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    Cited by:

    1. Canan GÜNEŞ & Mustafa ÜNLÜ & Yasin BÜYÜKKÖR & Şenay ÜÇDOĞRUK BİRECİKLİ, 2016. "Türkiye’de Sağlık Hizmetleri Talebinin Sayma Veri Modelleriyle İncelenmesi: İçsellik Sorunu," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(30).
    2. Kevin E. Staub, 2009. "Simple tests for exogeneity of a binary explanatory variable in count data regression models," SOI - Working Papers 0904, Socioeconomic Institute - University of Zurich.

    More about this item

    Keywords

    Endogenous switching;

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