EconPapers    
Economics at your fingertips  
 

Regression for nonnegative skewed dependent variables

Austin Nichols

BOS10 Stata Conference from Stata Users Group

Abstract: Several options for estimation and prediction in regressions using nonnegative skewed dependent variables are compared. Often, Poisson regression outperforms competitors, even when its assumptions are violated and the correct model is one that justifies a competitor.

New Economics Papers: this item is included in nep-ecm
Date: 2010-07-20
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (5) Track citations by RSS feed

Downloads: (external link)
http://repec.org/bost10/nichols_boston2010.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bost10:2

Access Statistics for this paper

More papers in BOS10 Stata Conference from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

 
Page updated 2018-05-20
Handle: RePEc:boc:bost10:2