Counts With An Endogenous Binary Regressor : A Series Expansion Approach  

Oleh:

Vera-Hernandez, Marcos ; Romeu, Andres

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: The Econometrics Journal vol. 8 no. 1 (2005), page 1-22.
Topik: EXPANSION; count data; polynomial poisson expansions; flexible functional form
Fulltext: 1.pdf (158.57KB)

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: EE39.1 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

We propose an estimator for count data regression models where a binary regressor is endogenously determined. This estimator departs from previous approaches by using a flexible form for the conditional probability function of the counts. Using a Monte Carlo experiment we show that our estimator improves the fit and provides a more reliable estimate of the impact of regressors on the count when compared to alternatives which do restrict the mean to be linear - exponential. In an application to the number of trips by households in the United States, we find that the estimate of the treatment effect obtained is considerably different from the one obtained under a linear - exponential mean specification.

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