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Sample Selection in the Poisson Regression Model

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  • William H. Greene

Abstract

We present a correction for sample selectivity in the Poisson regression model for count data. The model is similar to that devised by Heckman for the linear regression model. Estimation by a two step method is suggested using nonlinear least squares at the second step. The model described here was presented in Greene (1994). Terza (1995) describes an alternative approach that has a more orthodox specification of the regression function. We show in this note that Terza's approach is essentially the same as Greene's.

Suggested Citation

  • William H. Greene, 1995. "Sample Selection in the Poisson Regression Model," Working Papers 95-06, New York University, Leonard N. Stern School of Business, Department of Economics.
    • Handle: RePEc:ste:nystbu:95-06
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    Cited by:

    1. Zhang, Junfu & Song, Xue, 2007. "Fertility Differences between Married and Cohabiting Couples: A Switching Regression Analysis," IZA Discussion Papers 3245, Institute of Labor Economics (IZA).
    2. Morrissey, Karyn & Kinderman, Peter & Pontin, Eleanor & Tai, Sara & Schwannauer, Mathias, 2016. "Web based health surveys: Using a Two Step Heckman model to examine their potential for population health analysis," Social Science & Medicine, Elsevier, vol. 163(C), pages 45-53.
    3. Chai Cheng, T & Vahid, F, 2010. "Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach," Health, Econometrics and Data Group (HEDG) Working Papers 10/25, HEDG, c/o Department of Economics, University of York.
    4. William Greene, 2010. "A stochastic frontier model with correction for sample selection," Journal of Productivity Analysis, Springer, vol. 34(1), pages 15-24, August.
    5. Lim, Jae-Young, 2010. "De-mystifying the Inconvenient Truth : Does Ex Post Moral Hazard Indeed Exist in Korean Private Health Insurance Market?," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 51(2), pages 74-92, December.
    6. Greene, William, 1998. "Sample selection in credit-scoring models1," Japan and the World Economy, Elsevier, vol. 10(3), pages 299-316, July.
    7. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.

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