Abstract

http://ssrn.com/abstract=1293115
 
 

References (84)



 
 

Citations (36)



 


 



Accounting for Excess Zeros and Sample Selection in Poisson and Negative Binomial Regression Models


William H. Greene


New York University Stern School of Business

March 1994

NYU Working Paper No. EC-94-10

Abstract:     
We present several modifications of the Poisson and negative binomial models for count data to accommodate cases in which the number of zeros in the data exceed what would typically be predicted by either model. The excess zeros can masquerade as overdispersion. We present a new test procedure for distinguishing between zero inflation and overdispersion. We also develop a model for sample selection which is analogous to the Heckman style specification for continuous choice models. An application is presented to a data set on consumer loan behavior in which both of these phenomena are clearly present.

Number of Pages in PDF File: 37

working papers series


Download This Paper

Date posted: November 3, 2008  

Suggested Citation

Greene, William H., Accounting for Excess Zeros and Sample Selection in Poisson and Negative Binomial Regression Models (March 1994). NYU Working Paper No. EC-94-10. Available at SSRN: http://ssrn.com/abstract=1293115

Contact Information

William H. Greene (Contact Author)
New York University Stern School of Business ( email )
44 West 4th Street
New York, NY NY 10012
United States
212-998-0876 (Phone)
HOME PAGE: http://people.stern.nyu.edu/wgreene
Feedback to SSRN


Paper statistics
Abstract Views: 5,582
Downloads: 2,200
Download Rank: 2,960
References:  84
Citations:  36

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 0.734 seconds