Modeling health care expenditures and use

P Deb, EC Norton - Annual review of public health, 2018 - annualreviews.org
Health care expenditures and use are challenging to model because these dependent
variables typically have distributions that are skewed with a large mass at zero. In this article …

[HTML][HTML] A review of copula models for economic time series

AJ Patton - Journal of Multivariate Analysis, 2012 - Elsevier
This survey reviews the large and growing literature on copula-based models for economic
and financial time series. Copula-based multivariate models allow the researcher to specify …

Logs with zeros? Some problems and solutions

J Chen, J Roth - The Quarterly Journal of Economics, 2024 - academic.oup.com
When studying an outcome Y that is weakly positive but can equal zero (eg, earnings),
researchers frequently estimate an average treatment effect (ATE) for a “log-like” …

Count (and count-like) data in finance

JB Cohn, Z Liu, MI Wardlaw - Journal of Financial Economics, 2022 - Elsevier
This paper assesses different econometric approaches to working with count-based
outcome variables and other outcomes with similar distributions, which are increasingly …

Fast Poisson estimation with high-dimensional fixed effects

S Correia, P Guimarães, T Zylkin - The Stata Journal, 2020 - journals.sagepub.com
In this article, we present ppmlhdfe, a new command for estimation of (pseudo-) Poisson
regression models with multiple high-dimensional fixed effects (HDFE). Estimation is …

[图书][B] Multidimensional poverty measurement and analysis

S Alkire, JM Roche, P Ballon, J Foster, ME Santos… - 2015 - books.google.com
Multidimensional poverty measurement and analysis is evolving rapidly. A particular
counting approach to multidimensional poverty measurement, developed by Sabina Alkire …

[图书][B] Foundations of linear and generalized linear models

A Agresti - 2015 - books.google.com
A valuable overview of the most important ideas and results in statistical modeling Written by
a highly-experienced author, Foundations of Linear and Generalized Linear Models is a …

[图书][B] Flexible regression and smoothing: using GAMLSS in R

MD Stasinopoulos, RA Rigby, GZ Heller, V Voudouris… - 2017 - books.google.com
This book is about learning from data using the Generalized Additive Models for Location,
Scale and Shape (GAMLSS). GAMLSS extends the Generalized Linear Models (GLMs) and …

The impact of R&D subsidies on firm innovation

R Bronzini, P Piselli - Research Policy, 2016 - Elsevier
This paper evaluates the impact of an R&D subsidy program implemented in a region of
northern Italy in the early 2000s on innovation by beneficiary firms. We use a regression …

[图书][B] Distributions for modeling location, scale, and shape: Using GAMLSS in R

RA Rigby, MD Stasinopoulos, GZ Heller, F De Bastiani - 2019 - taylorfrancis.com
This is a book about statistical distributions, their properties, and their application to
modelling the dependence of the location, scale, and shape of the distribution of a response …