메뉴 건너뛰기




Volumn 2, Issue , 2008, Pages 321-368

Quasi-Likelihood Methods for Count Data

Author keywords

Additional topics; Conditional expectations; Exogenous upper bounds; Fixed effects methods; Likelihood based estimators; Methods; Motivationa; Poisson QMLE; Pooled Poisson estimation; Random effects methods; Specifying models; Univariate analysis; Unobserved effects

Indexed keywords


EID: 85044960363     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1111/b.9780631216339.1999.00009.x     Document Type: Chapter
Times cited : (32)

References (50)
  • 1
    • 0001758835 scopus 로고
    • Asymptotic Properties of Conditional Maximum Likelihood Estimators
    • Andersen, E. B. (1970), "Asymptotic Properties of Conditional Maximum Likelihood Estimators)," Journal of the Royal Statistical Society, Series B, 32, 283-301.
    • (1970) Journal of the Royal Statistical Society, Series B , vol.32 , pp. 283-301
    • Andersen, E.B.1
  • 2
    • 84986409852 scopus 로고
    • Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests
    • Cameron, A. C. and P. K. Trivedi (1986), "Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests)," Journal of Applied Econometrics, 1, 29-53.
    • (1986) Journal of Applied Econometrics , vol.1 , pp. 29-53
    • Cameron, A.C.1    Trivedi, P.K.2
  • 3
    • 70350118398 scopus 로고
    • Panel Data
    • in Z. Griliches and M. Intriligator, eds, North Holland: Amsterdam.
    • Chamberlain, G. (1984), "Panel Data)," in Z. Griliches and M. Intriligator, eds, Handbook of Econometrics, vol. 2, 1247-1318, North Holland: Amsterdam.
    • (1984) Handbook of Econometrics , vol.2 , pp. 1247-1318
    • Chamberlain, G.1
  • 5
    • 0019682536 scopus 로고
    • Several Tests of Model Specification in the Presence of Alternative Hypotheses
    • Davidson, R. and J. G. MacKinnon (1981), "Several Tests of Model Specification in the Presence of Alternative Hypotheses)," Econometrica, 49, 781-793.
    • (1981) Econometrica , vol.49 , pp. 781-793
    • Davidson, R.1    MacKinnon, J.G.2
  • 6
    • 85044918921 scopus 로고
    • Understanding the Supply Decisions of Non-Profits: Modeling the Locations of Private Schools
    • Northwestern University Center for Urban Affairs and Policy ResearchWorking Paper 93-97.
    • Downes, T. A. and S. M. Greenstein (1993), "Understanding the Supply Decisions of Non-Profits: Modeling the Locations of Private Schools)," Northwestern University Center for Urban Affairs and Policy ResearchWorking Paper 93-97.
    • (1993)
    • Downes, T.A.1    Greenstein, S.M.2
  • 9
    • 0001300935 scopus 로고
    • Pseudo-Maximum Likelihood Methods: Theory
    • Gourieroux, C., A. Monfort and C. Trognon (1984a), "Pseudo-Maximum Likelihood Methods: Theory)," Econometrica, 52, 681-700.
    • (1984) Econometrica , vol.52 , pp. 681-700
    • Gourieroux, C.1    Monfort, A.2    Trognon, C.3
  • 10
    • 0001300935 scopus 로고
    • Pseudo-Maximum Likelihood Methods: Applications to Poisson Models
    • Gourieroux, C., A. Monfort and C. Trognon (1984b), "Pseudo-Maximum Likelihood Methods: Applications to Poisson Models)," Econometrica, 52, 701-720.
    • (1984) Econometrica , vol.52 , pp. 701-720
    • Gourieroux, C.1    Monfort, A.2    Trognon, C.3
  • 11
    • 0000537735 scopus 로고
    • The Deterrent Effect of Capital Punishment: An Analysis of Daily Homicide Counts
    • Grogger, J. (1990), "The Deterrent Effect of Capital Punishment: An Analysis of Daily Homicide Counts)," Journal of the American Statistical Association, 85, 295-303.
    • (1990) Journal of the American Statistical Association , vol.85 , pp. 295-303
    • Grogger, J.1
  • 12
    • 84977342350 scopus 로고
    • Certainty vs. Severity of Punishment
    • Grogger, J. (1991), "Certainty vs. Severity of Punishment)," Economic Inquiry, 29, 297-309.
    • (1991) Economic Inquiry , vol.29 , pp. 297-309
    • Grogger, J.1
  • 13
    • 0003682572 scopus 로고
    • Recent Developments in Models of Event Counts: A Survey
    • University of Virginia Department of Economics Discussion Paper 261.
    • Gurmu, S. and P. K. Trivedi (1994), "Recent Developments in Models of Event Counts: A Survey)," University of Virginia Department of Economics Discussion Paper 261.
    • (1994)
    • Gurmu, S.1    Trivedi, P.K.2
  • 14
    • 0000250716 scopus 로고
    • Specification Tests in Econometrics
    • Hausman, J. A. (1978), "Specification Tests in Econometrics)," Econometrica, 46, 1251-1271.
    • (1978) Econometrica , vol.46 , pp. 1251-1271
    • Hausman, J.A.1
  • 15
    • 84935670624 scopus 로고
    • Econometric Models for Count Data with an Application to the Patents-R&D Relationship
    • Hausman, J. A., B. H. Hall and Z. Griliches (1984), "Econometric Models for Count Data with an Application to the Patents-R&D Relationship)," Econometrica, 52, 909-938.
    • (1984) Econometrica , vol.52 , pp. 909-938
    • Hausman, J.A.1    Hall, B.H.2    Griliches, Z.3
  • 16
    • 0001766028 scopus 로고
    • The Common Structure of Statistical Models of Truncation, Sample Selection, and Limited Dependent Variables and a Simple Estimator for Such Models
    • Heckman, J. J. (1976), "The Common Structure of Statistical Models of Truncation, Sample Selection, and Limited Dependent Variables and a Simple Estimator for Such Models)," Annals of Economic and Social Measurement, 5, 475-492.
    • (1976) Annals of Economic and Social Measurement , vol.5 , pp. 475-492
    • Heckman, J.J.1
  • 17
    • 0003559593 scopus 로고
    • Cambridge University Press: New York.
    • Hsiao, C. (1986), Analysis of Panel Data, Cambridge University Press: New York.
    • (1986) Analysis of Panel Data
    • Hsiao, C.1
  • 18
    • 0000250624 scopus 로고
    • The Behavior of Maximum Likelihood Estimates under Nonstandard Conditions
    • University of California Press: Berkeley.
    • Huber, P. J. (1967), "The Behavior of Maximum Likelihood Estimates under Nonstandard Conditions)," in Proceedings of the Fifth Berkeley Symposium in Mathematical Statistics, vol. 1, University of California Press: Berkeley.
    • (1967) Proceedings of the Fifth Berkeley Symposium in Mathematical Statistics , vol.1
    • Huber, P.J.1
  • 19
    • 85044944945 scopus 로고
    • Antidumping Cases in the U.S. Chemical Industry: A Panel Data Approach
    • Krupp, C. (1994), "Antidumping Cases in the U.S. Chemical Industry: A Panel Data Approach)," Journal of Industrial Organization, 42, 29-311.
    • (1994) Journal of Industrial Organization , vol.42 , pp. 29-311
    • Krupp, C.1
  • 23
    • 0001898235 scopus 로고
    • Quasi-Likelihood Functions
    • McCullagh, P. (1983), "Quasi-Likelihood Functions)," Annals of Statistics, 11, 59-67.
    • (1983) Annals of Statistics , vol.11 , pp. 59-67
    • McCullagh, P.1
  • 25
    • 21144459291 scopus 로고
    • The Effect of Marijuana Decriminalization on Hospital Emergency Drug Episodes: 1975-1978
    • Model, K. E. (1993), "The Effect of Marijuana Decriminalization on Hospital Emergency Drug Episodes: 1975-1978)," Journal of the American Statistical Association, 88, 737-747.
    • (1993) Journal of the American Statistical Association , vol.88 , pp. 737-747
    • Model, K.E.1
  • 26
    • 85044930973 scopus 로고
    • Instrumental Variables Estimation of Count Data Models: Applications to Models of Cigarette Smoking Behavior
    • mimeo, Trinity College Department of Economics.
    • Mullahy, J. (1995), "Instrumental Variables Estimation of Count Data Models: Applications to Models of Cigarette Smoking Behavior)," mimeo, Trinity College Department of Economics.
    • (1995)
    • Mullahy, J.1
  • 27
    • 0000331710 scopus 로고
    • A Method of Moments Interpretation of Sequential Estimators
    • Newey, W. K. (1984), "A Method of Moments Interpretation of Sequential Estimators)," Economics Letters, 14, 201-206.
    • (1984) Economics Letters , vol.14 , pp. 201-206
    • Newey, W.K.1
  • 28
    • 0000183696 scopus 로고
    • Maximum Likelihood Specification Testing and Conditional Moment Tests
    • Newey, W. K. (1985), "Maximum Likelihood Specification Testing and Conditional Moment Tests)," Econometrica, 53, 1047-1070.
    • (1985) Econometrica , vol.53 , pp. 1047-1070
    • Newey, W.K.1
  • 29
    • 70350096085 scopus 로고
    • Large Sample Estimation and Hypothesis Testing
    • in R. F. Engle and D. L. McFadden, eds, North Holland: Amsterdam.
    • Newey, W. K. and D. L. McFadden (1994), "Large Sample Estimation and Hypothesis Testing)," in R. F. Engle and D. L. McFadden, eds, Handbook of Econometrics, vol. 4, 2111-2245, North Holland: Amsterdam.
    • (1994) Handbook of Econometrics , vol.4 , pp. 2111-2245
    • Newey, W.K.1    McFadden, D.L.2
  • 30
    • 0000706085 scopus 로고
    • A Simple Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
    • Newey, W. K. and K. D. West (1987), "A Simple Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix)," Econometrica, 55, 703-708.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 31
    • 0001447776 scopus 로고
    • Econometric Issues in the Analysis of Regressions with Generated Regressors
    • Pagan, A. R. (1984), "Econometric Issues in the Analysis of Regressions with Generated Regressors)," International Economic Review, 25, 221-247.
    • (1984) International Economic Review , vol.25 , pp. 221-247
    • Pagan, A.R.1
  • 32
    • 30244577619 scopus 로고
    • Testing for Heteroskedasticity
    • mimeo, University of Rochester Department of Economics.
    • Pagan, A. R. and Y. Pak (1991), "Testing for Heteroskedasticity)," mimeo, University of Rochester Department of Economics.
    • (1991)
    • Pagan, A.R.1    Pak, Y.2
  • 33
    • 0010693529 scopus 로고
    • Racial and Ethnic Discrimination in Urban Housing Markets: Evidence from a Recent Audit Study
    • Page, M. (1995), "Racial and Ethnic Discrimination in Urban Housing Markets: Evidence from a Recent Audit Study)," Journal of Urban Economics, 38, 183-206.
    • (1995) Journal of Urban Economics , vol.38 , pp. 183-206
    • Page, M.1
  • 34
    • 1642444051 scopus 로고
    • Interstate Business Tax Differentials and New Firm Location
    • Papke, L. E. (1991), "Interstate Business Tax Differentials and New Firm Location)," Journal of Public Economics, 45, 47-68.
    • (1991) Journal of Public Economics , vol.45 , pp. 47-68
    • Papke, L.E.1
  • 35
    • 0000619128 scopus 로고
    • Tests for Specification Errors in Classical Linear Least Squares Regression Analysis
    • Ramsey, J. B. (1969), "Tests for Specification Errors in Classical Linear Least Squares Regression Analysis)," Journal of the Royal Statistical Society, Series B, 31, 350-371.
    • (1969) Journal of the Royal Statistical Society, Series B , vol.31 , pp. 350-371
    • Ramsey, J.B.1
  • 36
    • 45449123614 scopus 로고
    • Limited Information Estimators and Exogeneity Tests for Simultaneous Probit Models
    • Rivers, D. and Q. Vuong (1988), "Limited Information Estimators and Exogeneity Tests for Simultaneous Probit Models)," Journal of Econometrics, 39, 347-366.
    • (1988) Journal of Econometrics , vol.39 , pp. 347-366
    • Rivers, D.1    Vuong, Q.2
  • 37
    • 84930559861 scopus 로고
    • Profitability and Product Quality: Economic Determinants of Airline Safety Performance
    • Rose, N. L. (1990), "Profitability and Product Quality: Economic Determinants of Airline Safety Performance)," Journal of Political Economy, 98, 944-961.
    • (1990) Journal of Political Economy , vol.98 , pp. 944-961
    • Rose, N.L.1
  • 38
    • 0026936675 scopus 로고
    • The Effect ofWomen's Schooling on Fertility
    • Sander, W. (1992), "The Effect ofWomen's Schooling on Fertility)," Economics Letters, 40, 229-233.
    • (1992) Economics Letters , vol.40 , pp. 229-233
    • Sander, W.1
  • 39
    • 0001337623 scopus 로고
    • An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
    • Smith, R. and R. Blundell (1986), "An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply)," Econometrica, 54, 679-685.
    • (1986) Econometrica , vol.54 , pp. 679-685
    • Smith, R.1    Blundell, R.2
  • 41
    • 0025572357 scopus 로고
    • Child Survival, Height for Age and Household Characteristics in Brazil
    • Thomas, D., J. Strauss and M.-H. Henriques (1990), "Child Survival, Height for Age and Household Characteristics in Brazil)," Journal of Development Economics, 33, 197-234.
    • (1990) Journal of Development Economics , vol.33 , pp. 197-234
    • Thomas, D.1    Strauss, J.2    Henriques, M.-H.3
  • 42
    • 85041973595 scopus 로고
    • Quasilikelihood Functions, Generalized Linear Models and the Gauss-Newton Method
    • Wedderburn, R.W. M. (1974), "Quasilikelihood Functions, Generalized Linear Models and the Gauss-Newton Method)," Biometrika, 61, 439-447.
    • (1974) Biometrika , vol.61 , pp. 439-447
    • Wedderburn, R.W.M.1
  • 43
    • 0002644952 scopus 로고
    • Maximum Likelihood Estimation of Misspecified Models
    • White, H. (1982), "Maximum Likelihood Estimation of Misspecified Models)," Econometrica, 50, 1-26.
    • (1982) Econometrica , vol.50 , pp. 1-26
    • White, H.1
  • 44
    • 0002425866 scopus 로고
    • On the Application of Robust, Regression-Based Diagnostics to Models of Conditional Means and Conditional Variances
    • Wooldridge, J. M. (1991a), "On the Application of Robust, Regression-Based Diagnostics to Models of Conditional Means and Conditional Variances)," Journal of Econometrics, 47, 5-46.
    • (1991) Journal of Econometrics , vol.47 , pp. 5-46
    • Wooldridge, J.M.1
  • 45
    • 0002654746 scopus 로고
    • Specification Testing and Quasi-Maximum Likelihood Estimation
    • Wooldridge, J. M. (1991b), "Specification Testing and Quasi-Maximum Likelihood Estimation)," Journal of Econometrics, 48, 29-55.
    • (1991) Journal of Econometrics , vol.48 , pp. 29-55
    • Wooldridge, J.M.1
  • 46
    • 0039716059 scopus 로고
    • Distribution-Free Estimation of Some Nonlinear Panel Data Models
    • mimeo, Michigan State University Department of Economics.
    • Wooldridge, J. M. (1991c), "Distribution-Free Estimation of Some Nonlinear Panel Data Models)," mimeo, Michigan State University Department of Economics.
    • (1991)
    • Wooldridge, J.M.1
  • 47
    • 0000290048 scopus 로고
    • Some Alternatives to the Box-Cox Regression Model
    • Wooldridge, J. M. (1992), "Some Alternatives to the Box-Cox Regression Model)," International Economic Review, 33, 935-955.
    • (1992) International Economic Review , vol.33 , pp. 935-955
    • Wooldridge, J.M.1
  • 48
    • 85033096261 scopus 로고
    • Multiplicative Panel Data Models without the Strict Exogeneity Assumption
    • mimeo, Michigan State University Department of Economics.
    • Wooldridge, J. M. (1994a), "Multiplicative Panel Data Models without the Strict Exogeneity Assumption)," mimeo, Michigan State University Department of Economics.
    • (1994)
    • Wooldridge, J.M.1
  • 49
    • 70350103507 scopus 로고
    • Estimation and Inference for Dependent Processes
    • in R. F. Engle and D. L. McFadden, eds, North Holland: Amsterdam.
    • Wooldridge, J. M. (1994b), "Estimation and Inference for Dependent Processes)," in R. F. Engle and D. L. McFadden, eds, Handbook of Econometrics, vol. 4, 2639-2738, North Holland: Amsterdam.
    • (1994) Handbook of Econometrics , vol.4 , pp. 2639-2738
    • Wooldridge, J.M.1
  • 50
    • 0024205301 scopus 로고
    • Models for Longitudinal Data: A Generalized Estimating Equation Approach
    • Zeger, S. L., K.-Y. Liang and P. S. Albert (1988), "Models for Longitudinal Data: A Generalized Estimating Equation Approach)," Biometrics, 44, 1049-1060.
    • (1988) Biometrics , vol.44 , pp. 1049-1060
    • Zeger, S.L.1    Liang, K.-Y.2    Albert, P.S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.