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Semiparametric estimation of heterogeneous count data models
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Economics.
1994 (English)In: European Journal of Operational Research, ISSN 0377-2217, E-ISSN 1872-6860, Vol. 76, no 2, 247-258 p.Article in journal (Refereed) Published
Abstract [en]

Unobserved heterogeneity in a stochastic model is usually represented by a mixing distribution. In this paper a semiparametric estimator is adapted to over-dispersed Poisson regression models. No assumptions are needed about the estimated mixing distribution. The parameters of included explanatory variables are estimated at the same time. The applicability and promising properties of the method are illustrated. Empirically the estimator is applied to a coffee purchase model and to a business travel frequency model subject to zero truncation. The approach is useful, e.g., in marketing research where socio-demographic variables as well as marketing instruments can be included as explanatory variables.

Place, publisher, year, edition, pages
1994. Vol. 76, no 2, 247-258 p.
Keyword [en]
Empirical, Marketing, Mass points, Mixing distribution, Poisson, Statistics
National Category
Economics
Research subject
Econometrics
Identifiers
URN: urn:nbn:se:umu:diva-64775DOI: 10.1016/0377-2217(94)90105-8OAI: oai:DiVA.org:umu-64775DiVA: diva2:602682
Available from: 2013-02-02 Created: 2013-02-02 Last updated: 2017-12-06Bibliographically approved

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