2012 · 36 citations · 10 references
Open access
BusinessBiostatisticsEconometricsStatistical ModelingStatisticsCensoring MechanismsCount Data ModelsGeneralized Linear ModelsLikelihood EstimationMaximum Likelihood EstimationStatistical InferenceCensored Count ModelsCensored RegressionCount Data AnalysisHurdle RegressionMaximum Likelihood InferenceNegative Binomial ModelsNegative Binomial RegressionZeros
A Poisson model typically is assumed for count data. In many cases because of many zeros in the response variable, the mean is not equal to the variance value of the dependent variable. Therefore, the Poisson model is no longer suitable for this kind of data. Thus, we suggest using a hurdle negative binomial regression model to overcome the problem of overdispersion. Furthermore, the response variable in such cases is censored for some values. In this paper, a censored hurdle negative binomial regression model is introduced on count data with many zeros. The estimation of regression parameters using maximum likelihood is discussed and the goodness-of-fit for the regression model is examined.
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Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
Quang Vuong · Econometrica · 1989 · 6K citations
Specification and testing of some modified count data models
John Mullahy · Journal of Econometrics · 1986 · 1.8K citations