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Consistent estimation of zero-inflated count models

  • Kevin E. Staub

    ()

    (Department of Economics, University of Zurich)

  • Rainer Winkelmann

    ()

    (Department of Economics, University of Zurich)

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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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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  1. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
  2. Axel Heitmueller, 2003. "Job Mobility in Britain: Are the Scots different? Evidence from the BHPS," CERT Discussion Papers 0303, Centre for Economic Reform and Transformation, Heriot Watt University.
  3. 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.
  4. Victoria Ateca-Amestoy, 2008. "Determining heterogeneous behavior for theater attendance," Journal of Cultural Economics, Springer, vol. 32(2), pages 127-151, June.
  5. 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.
  6. 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.
  7. 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.
  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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