haku: @author Kniesner, T. / yhteensä: 2
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| Tekijä: | Delgado, M. Kniesner, T. |
| Otsikko: | Count data models with variance of unknown form: an application to hedonic model of worker absenteeism |
| Lehti: | Review of Economics and Statistics
1997 : FEB, VOL. 79:1, p. 41-49 |
| Asiasana: | ECONOMICS STATISTICS ABSENTEEISM |
| Kieli: | eng |
| Tiivistelmä: | The authors examine an econometric model of counts of worker absences due to illness in a sluggishly adjusting hedonic labor market. The authors compare three estimators that parametrize the conditional variance -- least squares, Poisson, and negative binomial pseudo maximum likelihood -- to generalized least squares (GLS) using nonparametric estimates of the conditional variance. The authors' data support the hedonic absenteeism model. Semiparametric GLS coefficients are similar in sign, magnitude, and statistical significance to coefficients where the mean and variance of the errors are specified ex ante. |
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