Using copulas to estimate the coefficient of a binary endogenous regressor in a Poisson regression: Application to the effect of insurance on doctor visits
提出一种基于Copula的方法来估计泊松回归中二元内生变量的系数,无需数值积分,并提供内生性检验,应用于保险对医生就诊次数的影响分析。
This paper presents a copula-based method for identifying and estimating the coefficient of a binary endogenous regressor in a Poisson regression. The method offers advantages over existing approaches. Most importantly, it relies upon standard maximum likelihood approaches, and it does not require numerical integration. Further, as part of its implementation, the method provides a convenient test for the presence of endogeneity. The empirical application investigates the effect of insurance status (a binary measure) on doctor visits (a count measure).