Estimation of Count Data Models

Background

We provide EViews code to facilitate the estimation of various "extended" count data models. The EViews workfiles were created using EViews 6 (Quantitative Micro Software, 2007). The workfiles contain a READ_ME text object.

Zero-Inflated Poisson Regression Model

  • EViews Workfile: zip.wf1
  • Background Notes: zip.pdf
  • References:

  • Cameron, A. C. and P. K. Trivedi (1998), Regression Analysis of Count Data, Cambridge University Press, Cambridge.
  • Giles, D. E. A. (2007), Modeling inflated count data. In L. Oxley, and D. Kulasiri, (eds.), MODSIM 2007 International Congress on Modelling and Simulation, Modelling and Simulation Society of Australia and New Zealand, Christchurch, N.Z., 919-925.
  • Giles, D. E. A. (2010), Hermite regression analysis of multi-modal count data, mimeo., Department of Economics, University of Victoria.
  • Heilbron, D. (1989), Generalized linear models for altered zero probabilities and overdispersion in count data, Technical Report, Department of Epidemiology and Biostatistics, University of California, San Francisco.
  • Lambert, D. (1992), Zero-inflated Poisson regression, with an application to defects in manufacturing, Technometrics, 34, 1-14.
  • Mullahy, J. (1986), Specification and testing of some modified count data models, Journal of Econometrics, 33, 341-365.
  • Winkelmann, R. (2000), Econometric Analysis of Count Data, 3rd ed., Springer, Berlin.
  • Last Update: 24 February, 2021

    Contact: David Giles; Department of Economics, University of Victoria, CANADA. email: dgiles@uvic.ca; Tel.: +1-613-332 6833