Poisson Regression under Multivariate Sample Selection
多重样本选择下的泊松回归
This paper develops a Poisson regression model with multivariate sample selection, in which the outcome is observed only when several potentially correlated selection conditions are satisfied. To the best of our knowledge, this is the first Poisson sample selection model that allows for an arbitrary number of selection equations. We derive the conditional mean of the observed outcome under joint normality of the outcome and selection errors and obtain a multivariate…