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Regression for nonnegative skewed dependent variables

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  • Austin Nichols

    () (Urban Institute)

Abstract

Several options for estimation and prediction in regressions using nonnegative skewed dependent variables are compared. Often, Poisson regression outperforms competitors, even when its assumptions are violated and the correct model is one that justifies a competitor.

Suggested Citation

  • Austin Nichols, 2010. "Regression for nonnegative skewed dependent variables," BOS10 Stata Conference 2, Stata Users Group.
  • Handle: RePEc:boc:bost10:2
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    File URL: http://repec.org/bost10/nichols_boston2010.pdf
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    References listed on IDEAS

    as
    1. Manning, Willard G., 1998. "The logged dependent variable, heteroscedasticity, and the retransformation problem," Journal of Health Economics, Elsevier, vol. 17(3), pages 283-295, June.
    2. Manning, Willard G, et al, 1987. "Health Insurance and the Demand for Medical Care: Evidence from a Randomized Experiment," American Economic Review, American Economic Association, vol. 77(3), pages 251-277, June.
    3. Mullahy, John, 1986. "Specification and testing of some modified count data models," Journal of Econometrics, Elsevier, vol. 33(3), pages 341-365, December.
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    Cited by:

    1. Tampubolon, Gindo & Hanandita, Wulung, 2014. "Poverty and mental health in Indonesia," Social Science & Medicine, Elsevier, vol. 106(C), pages 20-27.
    2. Alison L. Sexton Ward & Timothy K. M. Beatty, 2016. "Who Responds to Air Quality Alerts?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 65(2), pages 487-511, October.
    3. Filipe Silva & Carlos Carreira, 2012. "Do financial constraints threat the innovation process? Evidence from Portuguese firms," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 21(8), pages 701-736, November.
    4. Hanandita, Wulung & Tampubolon, Gindo, 2014. "Does poverty reduce mental health? An instrumental variable analysis," Social Science & Medicine, Elsevier, vol. 113(C), pages 59-67.
    5. Burke, Mary A. & Ozdagli, Ali K., 2013. "Household inflation expectations and consumer spending: evidence from panel data," Working Papers 13-25, Federal Reserve Bank of Boston.

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