Abstract
Hurdle models based on the zero-truncated Poisson-lognormal distribution are rarely used in applied work, although they incorporate some advantages compared with their negative binomial alternatives. I present a command that enables Stata users to estimate Poisson-lognormal hurdle models. I use adaptive Gauss-Hermite quadrature to approximate the likelihood function, and I evaluate the performance of the estimator in Monte Carlo experiments. The model is applied to the number of doctor visits in a sample of the U.S. Medical Expenditure Panel Survey.
Originalsprache | Englisch |
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Seiten (von - bis) | 82-94 |
Seitenumfang | 13 |
Fachzeitschrift | Stata Journal |
Jahrgang | 11 |
Ausgabenummer | 1 |
DOIs | |
Publikationsstatus | Veröffentlicht - März 2011 |
Extern publiziert | Ja |