Sample Selection in the Poisson Regression Model

William Greene

Working Papers from New York University, Leonard N. Stern School of Business, Department of Economics

Abstract: We present a correction for sample selectivity in the Poisson regression model for count data. The model is similar to that devised by Heckman for the linear regression model. Estimation by a two step method is suggested using nonlinear least squares at the second step. The model described here was presented in Greene (1994). Terza (1995) describes an alternative approach that has a more orthodox specification of the regression function. We show in this note that Terza's approach is essentially the same as Greene's.

Date: 1995-05
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:ste:nystbu:95-06

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