Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment

Partha Deb () and Pravin Trivedi ()

Stata Journal, 2006, vol. 6, issue 2, pages 246-255

Abstract: We describe specification and estimation of a multinomial treatment effects negative binomial regression model. A latent factor structure is used to accommodate selection into treatment, and a simulated likelihood method is used for estimation. We describe its implementation via the mtreatnb command. Copyright 2006 by StataCorp LP.

Keywords: mtreatnb; multinomial treatment effects; latent factors; count data; negative binomial; multinomial logit; multinomial logistic; Halton sequences; maximum simulated likelihood (search for similar items in EconPapers)
Date: 2006
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Persistent link: http://EconPapers.repec.org/RePEc:tsj:stataj:v:6:y:2006:i:2:p:246-255

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