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.
Original language | English |
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Pages (from-to) | 82-94 |
Number of pages | 13 |
Journal | Stata Journal |
Volume | 11 |
Issue number | 1 |
DOIs | |
State | Published - Mar 2011 |
Externally published | Yes |
Keywords
- Count-data analysis
- Hurdle models
- Overdispersion
- Poisson-lognormal hurdle models
- St0218
- Ztpnm