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A local maximum likelihood estimator for Poisson regression

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  • José Santos
  • M. Neves

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  • José Santos & M. Neves, 2008. "A local maximum likelihood estimator for Poisson regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 257-270, November.
  • Handle: RePEc:spr:metrik:v:68:y:2008:i:3:p:257-270
    DOI: 10.1007/s00184-007-0156-1
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    References listed on IDEAS

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    1. Joseph C. Cooper, 2000. "Nonparametric and Semi-Nonparametric Recreational Demand Analysis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 82(2), pages 451-462.
    2. Gurmu, Shiferaw & Rilstone, Paul & Stern, Steven, 1998. "Semiparametric estimation of count regression models1," Journal of Econometrics, Elsevier, vol. 88(1), pages 123-150, November.
    3. Gurmu, Shiferaw & Elder, John, 2000. "Generalized bivariate count data regression models," Economics Letters, Elsevier, vol. 68(1), pages 31-36, July.
    4. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
    5. Jansakul, N. & Hinde, J. P., 2002. "Score Tests for Zero-Inflated Poisson Models," Computational Statistics & Data Analysis, Elsevier, vol. 40(1), pages 75-96, July.
    6. J. Fan & M. Farmen & I. Gijbels, 1998. "Local maximum likelihood estimation and inference," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(3), pages 591-608.
    7. Kohler, Michael & Krzyzak, Adam, 2007. "Asymptotic confidence intervals for Poisson regression," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 1072-1094, May.
    8. Heitfield, Erik & Levy, Armando, 2001. "Parametric, semi-parametric and non-parametric models of telecommunications demand: An investigation of residential calling patterns," Information Economics and Policy, Elsevier, vol. 13(3), pages 311-329, September.
    9. Cameron, A. Colin & Trivedi, Pravin K., 1990. "Regression-based tests for overdispersion in the Poisson model," Journal of Econometrics, Elsevier, vol. 46(3), pages 347-364, December.
    10. Cinzia Carota, 2002. "Semiparametric regression for count data," Biometrika, Biometrika Trust, vol. 89(2), pages 265-281, June.
    11. Gourieroux, C. & Visser, M., 1997. "A count data model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 79(2), pages 247-268, August.
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    Cited by:

    1. Bach, Philipp & Farbmacher, Helmut & Spindler, Martin, 2018. "Semiparametric count data modeling with an application to health service demand," Econometrics and Statistics, Elsevier, vol. 8(C), pages 125-140.

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