Modeling Selectivity in Count-Data Models
提出一种在计数数据中建模内生选择性的方法,区分两个可能具有不同数据生成过程的机制,并允许机制选择与各机制的计数相关,通过转换为二元正态分布得到可估计模型,并应用于出行次数数据。
This article presents a method for modeling endogenous selectivity in count data. As in the case of the switching-regression model, two regimes are distinguished with potentially different data-generating processes. The regime choice is allowed to be correlated with the observed count in each of the regimes. An estimable model is obtained by transforming the underlying processes to the bivariate normal distribution. An empirical application on trip count is provided.