Sample Selection in the Poisson Regression Model

12 Pages Posted: 3 Nov 2008

See all articles by William H. Greene

William H. Greene

New York University Stern School of Business

Date Written: May 1995

Abstract

We present a correction for sample selectively in the poisson regression model for count data. The model is similar to that devised by Heckman for the linear regression model. Estimation by a two step method is suggested using nonlinear least squares at the second step. The model described here was presented in Greene(1994). Terza(1995) describes an alternative approach that has more orthodox specification of the regression function. We show in this note that Terza's approach is essentially the same as Greene's.

Suggested Citation

Greene, William H., Sample Selection in the Poisson Regression Model (May 1995). NYU Working Paper No. 2451/26256, Available at SSRN: https://ssrn.com/abstract=1293108

William H. Greene (Contact Author)

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