Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment

We describe specification and estimation of a multinomial treatment effects negative binomial regression model. A latent factor structure is used to accommodate selection into treatment, and a simulated likelihood method is used for estimation. We describe its implementation via the mtreatnb command. Copyright 2006 by StataCorp LP.

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Year of publication:	2006
Authors:	Deb, Partha ; Trivedi, Pravin K.
Published in:	Stata Journal. - StataCorp LP. - Vol. 6.2006, 2, p. 246-255
Publisher:	StataCorp LP
Subject:	mtreatnb \| multinomial treatment effects \| latent factors \| count data \| negative binomial \| multinomial logit \| multinomial logistic \| Halton sequences \| maximum simulated likelihood

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004964314