A Tobit type estimator for the censored Poisson regression model
作者： Joseph V. Terza
DOI: 10.1016/0165-1765(85)90053-9
关键词: Poisson regression 、 Statistics 、 Estimator 、 Mathematics 、 Hessian matrix 、 Function (mathematics) 、 Zero-inflated model 、 Compound Poisson process 、 Poisson distribution 、 Tobit model
摘要: Abstract The Poisson counterpart to the Tobit model is presented. Formulae for gradient and Hessian of relevant log-likelihood function are given incorporated into a Newton-Raphson optimization algorithm. asymptotic covariance matrix estimator detailed. As an illustration, NR algorithm applied individual shopping behavior.
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