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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
Pravin K. Trivedi
Indiana University
Bloomington, IN
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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