Arthur 发表于 2025-3-21 17:46:53
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Poisson Regression,ntinuous data. Early references in econometrics include Gilbert (1982), Hausman, Hall and Griliches (1984), and Cameron and Trivedi (1986). The Poisson model is simple, and it is robust. If the only interest of the analysis lies in estimating the parameters of a log-linear mean function, there is ha问到了烧瓶 发表于 2025-3-22 00:57:11
Unobserved Heterogeneity, account for the full amount of individual heterogeneity in the conditional mean of the dependent variable. Assume that the true model is . However, . is unobserved by the econometrician. Thus, we have instead . where . = . represents .. An alternative, equivalent representation of the model uses .不能逃避 发表于 2025-3-22 06:15:32
Sample Selection and Endogeneity, which may stem from selective sampling or selective recording. The most common forms of sample selection arise from censoring and truncation. In the former case, the count dependent variable is observed only over a limited range, whereas in the latter case, certain observations are omitted entirely谁在削木头 发表于 2025-3-22 11:49:12
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Correlated Count Data,e count. The modeling of the correlation structure is important for the efficiency of the estimator and the computation of correct standard errors, i.e., valid inference. Beyond that, the nature of the stochastic interaction between several counts may be of independent and intrinsic interest.彩色 发表于 2025-3-22 19:05:53
Bayesian Analysis of Count Data,ntial book on Bayesian inference in econometrics, the Poisson regression model is not mentioned. The probable reasons for this neglect are computational complexities that in the past made the Bayesian analysis of count data models appear unattractive. However, increased computer power now allows for粗野 发表于 2025-3-23 00:41:32
Applications,s from mule kicks in the Prussian army during the period 1875–1894 could be well described by a Poisson distribution with mean of 0.7 corps per year. Although later studies have shifted their interest to different causes of death, the same principles apply. Accidents, by their very definition, come有花 发表于 2025-3-23 03:08:30
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Sample Selection and Endogeneity, which may stem from selective sampling or selective recording. The most common forms of sample selection arise from censoring and truncation. In the former case, the count dependent variable is observed only over a limited range, whereas in the latter case, certain observations are omitted entirely from the sample.