Showing 1 - 10 of 12
The explanatory factors of individual healthcare consumption are studied by means of healthcare expenditures from the 2000–2005 Swiss Household Income and Expenditure Survey (SHIES). In order to tackle the issues of large number of null expenditures and skewed distribution of positive...
Persistent link: https://www.econbiz.de/10011933175
In a large sample of Swedish unemployed disabled workers, the workers participate in between zero and ten policy programmes during their unemployment spell. Clustering of programmes to about half of the sample is prominent. <p> The number of programmes is modelled as a standard count data model, as...</p>
Persistent link: https://www.econbiz.de/10010321084
account past trends in high-frequency (daily) deal data and the decomposition of the conditional overdispersion into short …
Persistent link: https://www.econbiz.de/10014471602
We discuss robust estimation of INARCH models for count time series, where each observation conditionally on its past follows a negative binomial distribution with a constant scale parameter, and the conditional mean depends linearly on previous observations. We develop several robust...
Persistent link: https://www.econbiz.de/10014501775
Applications of zero-inflated count data models have proliferated in empirical economic research. There is a downside to this development, as zero-inflated Poisson or zero-inflated Negative Binomial Maximum Likelihood estimators are not robust to misspecification. In contrast, simple Poisson...
Persistent link: https://www.econbiz.de/10010315516
-inflated models in which overdispersion is assumed to be caused by an excessive number of zeros are discussed. In addition to ZIGP … regression introduced by Famoye and Singh (2003), we now allow for regression on the overdispersion and zero-inflation parameters …
Persistent link: https://www.econbiz.de/10010266132
Count data often exhibit overdispersion and/or require an adjustment for zero outcomes with respect to a Poisson model …
Persistent link: https://www.econbiz.de/10010266215
of tables, there are tendencies for overdispersion in which the variance of the outcome or response exceeds the nominal …
Persistent link: https://www.econbiz.de/10010267056
overdispersion and zeroinflation occur. We study in this paper regression models based on the generalized Poisson distribution …
Persistent link: https://www.econbiz.de/10010272318
estimator under misspecification and derive a new test for overdispersion in the binomial fixed effects logit model. Models and …
Persistent link: https://www.econbiz.de/10011993814