Models for count data with endogenous participation

被引:31
作者
Greene, William [1 ]
机构
[1] NYU, Stern Sch Business, Dept Econ, New York, NY 10012 USA
关键词
Poisson regression; Count data; Heterogeneity; Lognormal; Two part model; ZERO-INFLATED POISSON; ECONOMETRIC-MODELS; SAMPLE SELECTION; HEALTH-CARE; REGRESSION; SPECIFICATION; ESTIMATOR; NUMBER; TESTS;
D O I
10.1007/s00181-008-0190-5
中图分类号
F [经济];
学科分类号
02 ;
摘要
We present several extensions of the Poisson and negative binomial models for count data based on the lognormal model for latent heterogeneity in the conditional means. The lognormal model provides a versatile specification that is more flexible than the familiar log gamma form, and provides a platform for several "two part" extensions that have appeared in the literature, including zero inflation, hurdle and sample selection models. We then extend these received two- part models by allowing for endogeneity of the participation equation. We conclude with a detailed application using the data employed in a recent study of the German health care system.
引用
收藏
页码:133 / 173
页数:41
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