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

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.


Issue Date:
2006
Publication Type:
Journal Article
DOI and Other Identifiers:
st0105 (Other)
PURL Identifier:
http://purl.umn.edu/117575
Published in:
Stata Journal, Volume 06, Number 2
Page range:
246-255
Total Pages:
10

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 Record created 2017-04-01, last modified 2017-04-27

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