Identification issues in some double-index models for non-negative data

We highlight a subtle identification problem that afflicts models for non-negative data in which the conditional expectation is specified as the product of a logit and an exponential function. The results are illustrated with an empirical model for medical expenditures.

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Year of publication:	2012
Authors:	Papadopoulos, Georgios ; Santos Silva, J.M.C.
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 117.2012, 1, p. 365-367
Publisher:	Elsevier
Subject:	Poisson-logit \| Two-part models \| Underreporting \| Zero-inflated models

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Type of publication:	Article
Classification:	C13 - Estimation ; C21 - Cross-Sectional Models; Spatial Models ; C51 - Model Construction and Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010580514