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The Stata Journal
Volume 6 Number 2: pp. 246-255

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

Partha Deb
Hunter College, City University of New York
New York, NY
partha.deb@hunter.cuny.edu
 Pravin K. Trivedi
Indiana University
Bloomington, IN
trivedi@indiana.edu
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.
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View all articles with these keywords: mtreatnb, multinomial treatment effects, latent factors, count data, negative binomial, multinomial logit, multinomial logistic, Halton sequences, maximum simulated likelihood

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