We propose a maximum likelihood framework for estimating finite mixtures of multivariate regression and simultaneous equation models with multiple endogenous variables. The proposed “semi‐parametric” approach posits that the sample of endogenous observations arises from a finite mixture of...

In this paper an approach is developed that accommodates heterogeneity in Poisson regression models for count data. The model developed assumes that heterogeneity arises from a distribution of both the intercept and the coefficients of the explanatory variables. We assume that the mixing...

Various research areas face the methodological problems presented by nonnegative integer count data drawn from heterogeneous populations. We present a disaggregate negative binomial regression procedure for analysis of count data observed for a heterogeneous sample of cross-sections, possibly...