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Panel data regression for counts
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Economics.
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Economics.
1996 (English)In: Statistical papers, ISSN 0932-5026, E-ISSN 1613-9798, Vol. 37, no 3, 191-213 p.Article in journal (Refereed) Published
Abstract [en]

A new panel data model for count data is introduced. We suggest alternative estimators, such as pseudo maximum likelihood and generalized method of moments, of structural and nuisance parameters. In addition, different test statistics of independence and overdispersion are obtained. The small sample performance of the estimators and tests are evaluated in Monte Carlo experiments. The model is applied to the number of days absent in Sweden 1981-1991 for a panel of Swedish male workers.

Place, publisher, year, edition, pages
1996. Vol. 37, no 3, 191-213 p.
National Category
Economics
Research subject
Econometrics
Identifiers
URN: urn:nbn:se:umu:diva-64768DOI: 10.1007/BF02926583OAI: oai:DiVA.org:umu-64768DiVA: diva2:602690
Available from: 2013-02-02 Created: 2013-02-02 Last updated: 2017-12-06Bibliographically approved

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Brännäs, Kurt

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