Estimation of hurdle models for overdispersed count data

被引:2
|
作者
Farbmacher, Helmut [1 ]
机构
[1] Univ Munich, Dept Econ, D-80539 Munich, Germany
来源
STATA JOURNAL | 2011年 / 11卷 / 01期
关键词
st0218; ztpnm; count-data analysis; hurdle models; overdispersion; Poisson-lognormal hurdle models; HEALTH-CARE;
D O I
10.1177/1536867X1101100105
中图分类号
O1 [数学]; C [社会科学总论];
学科分类号
03 ; 0303 ; 0701 ; 070101 ;
摘要
Hurdle models based on the zero-truncated Poisson-lognormal distribution are rarely used in applied work, although they incorporate some advantages compared with their negative binomial alternatives. I present a command that enables Stata users to estimate Poisson-lognormal hurdle models. I use adaptive Gauss-Hermite quadrature to approximate the likelihood function, arid I evaluate the performance of the estimator in Monte Carlo experiments. The model is applied to the number of doctor visits in a sample of the U.S. Medical Expenditure Panel Survey.
引用
收藏
页码:82 / 94
页数:13
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