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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

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    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.
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    5. 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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