Estimation of hurdle models for overdispersed count data

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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 languageEnglish
Pages (from-to)82-94
Number of pages13
JournalStata Journal
Volume11
Issue number1
DOIs
StatePublished - Mar 2011
Externally publishedYes

Keywords

  • Count-data analysis
  • Hurdle models
  • Overdispersion
  • Poisson-lognormal hurdle models
  • St0218
  • Ztpnm

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