论文检索

灵活的二元计数数据回归模型AI 解读

The article develops a semiparametric estimation method for the bivariate count data regression model. We develop a series expansion approach in which dependence between count variables is introduced by means of stochastically related unobserved heterogeneity components, and in which, unlike existing commonly used models, positive as well as negative correlations are allowed. Extensions that accommodate excess zeros, censored data, and multivariate generalizations are also…

摘要暂缺

摘要暂缺

门槛计数回归的半参数估计及 Medicaid 服务利用应用AI 解读

This paper develops a semi-parametric estimation method for hurdle (two-part) count regression models. The approach in each stage is based on Laguerre series expansion for the unknown density of the unobserved heterogeneity. The semi-parametric hurdle model nests Poisson and negative binomial hurdle models, which have been used in recent applied literature. The empirical part of the paper evaluates the impact of managed care programmes for Medicaid eligibles on utilization…

门槛计数回归模型的半参数估计及Medicaid医疗利用应用AI 解读

This paper develops a semi-parametric estimation method for hurdle (two-part) count regression models. The approach in each stage is based on Laguerre series expansion for the unknown density of the unobserved heterogeneity. The semi-parametric hurdle model nests Poisson and negative binomial hurdle models, which have been used in recent applied literature. The empirical part of the paper evaluates the impact of managed care programmes for Medicaid eligibles on utilization…

摘要暂缺

休闲出游次数模型中的过多零值AI 解读

This article develops a modeling approach for a count data set for recreational boating trips that shows a frequency of zero counts significantly higher than that expected for Poisson distributed data. As alternatives to the Poisson regression, the authors consider several parametric and semiparametric mixed and modified Poisson models. The analysis suggests that the negative binomial hurdles model, which allows for overdispersion and also accommodates the presence of…

指数族中的变量增广设定检验AI 解读

This paper motivates, exposits, and develops the variable augmentation specification test (VAST) approach from the perspective of generalized linear exponential family, which includes several parametric families widely used in applied econometrics and statistics. The approach is equivalent to score tests and link tests and serves to both unify and simplify the computation of score tests in such models using the Engle-Davidson-MacKinnon technique of artificial regression.…

摘要暂缺

正值 Poisson 回归模型中过度离散的检测检验AI 解读

This article derives score tests for extra-Poisson variation in the positive or truncated-at-zero Poisson regression model against truncated-at-zero negative binomial family alternatives. It also develops size-corrected tests of overdispersion that are expected to improve their small-sample properties. Further, small-sample performance of the tests is investigated by means of Monte Carlo experiments. As an illustration, the proposed tests are applied to a model of strikes in…