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What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care

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  • Markus Jochmann

Abstract

This paper develops a Bayesian spike and slab model for zero-inflated count models which are commonly used in health economics. We account for model uncertainty and allow for model averaging in situations with many potential regressors. The proposed techniques are applied to a German data set analyzing the demand for health care. An accompanying package for the free statistical software environment R is provided. Copyright Springer-Verlag Berlin Heidelberg 2013

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  • Markus Jochmann, 2013. "What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care," Computational Statistics, Springer, vol. 28(5), pages 1947-1964, October.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:5:p:1947-1964
    DOI: 10.1007/s00180-012-0388-z
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    1. Deb, Partha & Munkin, Murat K. & Trivedi, Pravin K., 2006. "Private Insurance, Selection, and Health Care Use: A Bayesian Analysis of a Roy-Type Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 403-415, October.
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    Cited by:

    1. John Haslett & Andrew C. Parnell & John Hinde & Rafael de Andrade Moral, 2022. "Modelling Excess Zeros in Count Data: A New Perspective on Modelling Approaches," International Statistical Review, International Statistical Institute, vol. 90(2), pages 216-236, August.
    2. Antonio J. Sáez-Castillo & Antonio Conde-Sánchez, 2017. "Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model," Statistical Papers, Springer, vol. 58(1), pages 19-33, March.

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    More about this item

    Keywords

    Bayesian; Spike and slab model; Model uncertainty; Model averaging; Count data; Zero-inflation; Demand for health care; C11; C25; I11;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • I11 - Health, Education, and Welfare - - Health - - - Analysis of Health Care Markets

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