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Limited dependent poisson regression
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Economics.
1992 (English)In: Statistician (London. Print), ISSN 0039-0526, E-ISSN 1467-9884, Vol. 41, no 4, 413-423 p.Article in journal (Refereed) Published
Abstract [en]

The paper introduces aspects of statistical inference in Poisson regression models, with a dependent variable subject to truncation and/or censoring. Losses in efficiency, due to censoring and truncation, of the maximum likelihood estimator are illustrated. Predictors and predictor variances are given. New adaptations to tests for unobserved random heterogeneity (overdispersion) are given. Power properties are examined in a small Monte Carlo experiment. A labour market illustration is given.

Place, publisher, year, edition, pages
1992. Vol. 41, no 4, 413-423 p.
National Category
Economics
Research subject
Econometrics
Identifiers
URN: urn:nbn:se:umu:diva-65006DOI: 10.2307/2349006ISI: A1992JT48400004OAI: oai:DiVA.org:umu-65006DiVA: diva2:603201
Available from: 2013-02-05 Created: 2013-02-04 Last updated: 2017-12-06Bibliographically approved

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