Semiparametric Bayesian estimation of mixed count regression models

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 100
Issue: 3
Pages: 435-438

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper develops semiparametric Bayesian estimation approach for Poisson regression models with unobserved heterogeneity of unknown density. This approach is computationally efficient and allows automatic adaptation of the approximating density to data during estimation. Simulations show the estimator performs well.

Technical Details

RePEc Handle
repec:eee:ecolet:v:100:y:2008:i:3:p:435-438
Journal Field
General
Author Count
1
Added to Database
2026-01-29