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Sample Selection in the Poisson Regression Model

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  • William H. Greene

Abstract

We present a correction for sample selectivity 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 a 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

  • William H. Greene, 1995. "Sample Selection in the Poisson Regression Model," Working Papers 95-06, New York University, Leonard N. Stern School of Business, Department of Economics.
    • Handle: RePEc:ste:nystbu:95-06
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    Cited by:

    1. Zhang, Junfu & Song, Xue, 2007. "Fertility Differences between Married and Cohabiting Couples: A Switching Regression Analysis," IZA Discussion Papers 3245, Institute of Labor Economics (IZA).
    2. William Greene, 2010. "A stochastic frontier model with correction for sample selection," Journal of Productivity Analysis, Springer, vol. 34(1), pages 15-24, August.
    3. Greene, William, 1998. "Sample selection in credit-scoring models1," Japan and the World Economy, Elsevier, vol. 10(3), pages 299-316, July.
    4. Chai Cheng, T & Vahid, F, 2010. "Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach," Health, Econometrics and Data Group (HEDG) Working Papers 10/25, HEDG, c/o Department of Economics, University of York.
    5. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
    6. Morrissey, Karyn & Kinderman, Peter & Pontin, Eleanor & Tai, Sara & Schwannauer, Mathias, 2016. "Web based health surveys: Using a Two Step Heckman model to examine their potential for population health analysis," Social Science & Medicine, Elsevier, vol. 163(C), pages 45-53.
    7. Lim, Jae-Young, 2010. "De-mystifying the Inconvenient Truth : Does Ex Post Moral Hazard Indeed Exist in Korean Private Health Insurance Market?," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 51(2), pages 74-92, December.

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