IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v6y2006i2p246-255.html
   My bibliography  Save this article

Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment

Author

Listed:
  • Partha Deb

    (Hunter College, City University of New York)

  • Pravin K. Trivedi

    (Indiana University)

Abstract

We describe specification and estimation of a multinomial treatment effects negative binomial regression model. A latent factor structure is used to accommodate selection into treatment, and a simulated likelihood method is used for estimation. We describe its implementation via the mtreatnb command. Copyright 2006 by StataCorp LP.

Suggested Citation

  • Partha Deb & Pravin K. Trivedi, 2006. "Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment," Stata Journal, StataCorp LP, vol. 6(2), pages 246-255, June.
  • Handle: RePEc:tsj:stataj:v:6:y:2006:i:2:p:246-255
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0105
    Download Restriction: no

    File URL: http://www.stata-journal.com/software/sj6-2/st0105/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Daniel McFadden & Kenneth Train, 2000. "Mixed MNL models for discrete response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 447-470.
    2. Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521766555.
    3. Lee, Lung-Fei, 1983. "Generalized Econometric Models with Selectivity," Econometrica, Econometric Society, vol. 51(2), pages 507-512, March.
    4. Bhat, Chandra R., 2001. "Quasi-random maximum simulated likelihood estimation of the mixed multinomial logit model," Transportation Research Part B: Methodological, Elsevier, vol. 35(7), pages 677-693, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Partha Deb & Pravin K. Trivedi, 2002. "Specification and Simulated Likelihood Estimation of a Non-normal Outcome Model with Selection: Application to Health Care Utilization," Economics Working Paper Archive at Hunter College 02/5, Hunter College Department of Economics, revised 2004.
    2. Paleti, Rajesh, 2018. "Generalized multinomial probit Model: Accommodating constrained random parameters," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 248-262.
    3. Partha Deb & Chenghui Li & Pravin K. Trivedi & David M. Zimmer, 2006. "The effect of managed care on use of health care services: results from two contemporaneous household surveys," Health Economics, John Wiley & Sons, Ltd., vol. 15(7), pages 743-760, July.
    4. Martey, E., 2018. "Heterogeneous Demand for Quality Soybean in Northern Ghana," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277013, International Association of Agricultural Economists.
    5. Atella, Vincenzo & Deb, Partha, 2008. "Are primary care physicians, public and private sector specialists substitutes or complements? Evidence from a simultaneous equations model for count data," Journal of Health Economics, Elsevier, vol. 27(3), pages 770-785, May.
    6. Staus, Alexander, 2008. "Standard and Shuffled Halton Sequences in a Mixed Logit Model," Working Papers 93856, Universitaet Hohenheim, Institute of Agricultural Policy and Agricultural Markets.
    7. Reema Bera & Bhargab Maitra, 2021. "Analyzing Prospective Owners’ Choice Decision towards Plug-in Hybrid Electric Vehicles in Urban India: A Stated Preference Discrete Choice Experiment," Sustainability, MDPI, vol. 13(14), pages 1-24, July.
    8. Grigolon, Anna B. & Borgers, Aloys W.J. & Kemperman, Astrid D.A.M. & Timmermans, Harry J.P., 2014. "Vacation length choice: A dynamic mixed multinomial logit model," Tourism Management, Elsevier, vol. 41(C), pages 158-167.
    9. Ida, Takanori, 2010. "Anomaly, impulsivity, and addiction," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(2), pages 194-203, April.
    10. José Murteira & Óscar Lourenço, 2011. "Health care utilization and self-assessed health: specification of bivariate models using copulas," Empirical Economics, Springer, vol. 41(2), pages 447-472, October.
    11. Campbell, Danny & Hutchinson, W. George & Scarpa, Riccardo, 2006. "Lexicographic Preferences in Discrete Choice Experiments: Consequences on Individual-Specific Willingness to Pay Estimates," Sustainability Indicators and Environmental Valuation Working Papers 12224, Fondazione Eni Enrico Mattei (FEEM).
    12. Yang, Chih-Wen & Sung, Yen-Ching, 2010. "Constructing a mixed-logit model with market positioning to analyze the effects of new mode introduction," Journal of Transport Geography, Elsevier, vol. 18(1), pages 175-182.
    13. Ida, Takanori & Goto, Rei, 2009. "Interdependency among addictive behaviours and time/risk preferences: Discrete choice model analysis of smoking, drinking, and gambling," Journal of Economic Psychology, Elsevier, vol. 30(4), pages 608-621, August.
    14. Heiss, Florian & Winschel, Viktor, 2006. "Estimation with Numerical Integration on Sparse Grids," Discussion Papers in Economics 916, University of Munich, Department of Economics.
    15. Marco A. Palma & Dmitry V. Vedenov & David Bessler, 2020. "The order of variables, simulation noise, and accuracy of mixed logit estimates," Empirical Economics, Springer, vol. 58(5), pages 2049-2083, May.
    16. Christopher J. Cronin & David K. Guilkey & Ilene S. Speizer, 2019. "Measurement error in discrete health facility choice models: An example from urban Senegal," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1102-1120, November.
    17. Campbell, Danny & Sinclair, Victoria, 2008. "Mapping preferences for the restoration of environmental damage caused by illegal dumping," 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK 36772, Agricultural Economics Society.
    18. Haghani, Milad & Bliemer, Michiel C.J. & Hensher, David A., 2021. "The landscape of econometric discrete choice modelling research," Journal of choice modelling, Elsevier, vol. 40(C).
    19. Islam, Mouyid, 2015. "Multi-Vehicle Crashes Involving Large Trucks: A Random Parameter Discrete Outcome Modeling Approach," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 54(1).
    20. Stephane Hess & John Rose, 2012. "Can scale and coefficient heterogeneity be separated in random coefficients models?," Transportation, Springer, vol. 39(6), pages 1225-1239, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:6:y:2006:i:2:p:246-255. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.