Showing 1 - 10 of 166
This paper discusses and illustrates the method of regression calibration. This is a straightforward technique for fitting models with additive measurement error. We present this discussion in terms of generalized linear models (GLMs) following the notation defined in Hardin and Carroll (2003)....
Persistent link: https://www.econbiz.de/10005583286
We discuss and illustrate the method of simulation extrapolation for fitting models with additive measurement error. We present this discussion in terms of generalized linear models (GLMs) following the notation defined in Hardin and Carroll (2003). As in Hardin, Schmiediche, and Carroll (2003),...
Persistent link: https://www.econbiz.de/10005583348
This paper introduces additive measurement error in a generalized linear-model context. We discuss the types of measurement error along with their effects on fitted models. In addition, we present the notational conventions to be used in this and the accompanying papers. Copyright 2003 by...
Persistent link: https://www.econbiz.de/10005583381
This paper discusses and illustrates the qvf command for fitting generalized linear models. The differences between this new command and StataÕs glm command are highlighted. One of the most notable features of the qvf command is its ability to include instrumental variables. This functionality...
Persistent link: https://www.econbiz.de/10005568885
Persistent link: https://www.econbiz.de/10001916273
In the empirical analysis of information asymmetry in automobile insurance markets, prior research used a dichotomous measurement approach that induces excessive bundling in coverage measurements and sample selection biases. To improve on the conditional correlation method for testing...
Persistent link: https://www.econbiz.de/10003868627
We present motivation and new commands for modeling count data. While our focus is to present new commands for estimating count data, we also discuss generalized binomial regression and present the zero-inflated versions of each model. Copyright 2014 by StataCorp LP.
Persistent link: https://www.econbiz.de/10010934060
We present new commands for analyzing count-data regression models for truncated distributions. The trncregress command allows specification of a regression model for the mean of the truncated distribution through options. In addition to support for truncated Poisson and negative binomial,...
Persistent link: https://www.econbiz.de/10011265705
This note is motivated by recent works of Xie et al. (2009) and Xiang et al. (2007). Herein, we simplify the score statistic presented by Xie et al. (2009) to test overdispersion in the zero-inflated generalized Poisson (ZIGP) mixed model, and discuss an extension to test overdispersion...
Persistent link: https://www.econbiz.de/10008550889
In the empirical analysis of information asymmetry in automobile insurance markets, prior research used a dichotomous measurement approach that induces excessive bundling in coverage measurements and sample selection biases. To improve on the conditional correlation method for testing...
Persistent link: https://www.econbiz.de/10005005311