Quasi‐Likelihood Methods for Count Data

By Jeffrey M. Wooldridge. 2008

317 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4c7ef02b4e2200a46b2d56dbcea7e54b4e460c2a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

In Statistics and Probability

Citations in the corpus

Can Offline Stores Drive Online Sales? (2017, methodology): “The quasi-maximum-likelihood standard errors are robust to arbitrary patterns of serial correlation (Wooldridge 1997) and thus do not require clustering as recommended for difference-in-difference estimation in linear models byBertrand,Duflo, andMullainathan (2004).”
Public Governance, Corporate Governance, and Firm Innovation: An Examination of State-Owned Enterprises (2019, unknown): “Robustness checks using a caliper of 0.20 or 0.25 yield similar results. are mis-specified (Wooldridge, 1997).”
Discretion Within Constraint: Homophily and Structure in a Formal Organization (2012, unknown): “Because the Poisson is in the linear exponential family, the coefficient estimates are consistent as long as the mean of the data is correctly specified; no assumptions about the distribution of the data are required8 (Gouriéroux et al. 1984, Wooldridge 1997, Silva and Tenreyro 2006).”
Can You Gig It? An Empirical Examination of the Gig Economy and Entrepreneurial Activity (2018, unknown): “by EA), even under conditions of over-dispersion (Wooldridge 1997).”
Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator (2014, methodology): “As this note will show, the flaw in the usual two-step NB PML estimators comes from constraining the first-step equation, which fits the estimated conditional variance, by using the nominal variance assumption (Wooldridge, 1999), i.”
Parametric Nonlinear Regression with Endogenous Switching (2009, methodology): “This is important because, as noted by Wooldridge (2002), heretofore Heckman’s approach has only been shown to work for the linear and exponential regression models (Terza, 1994, 1998; Wooldridge, 1997).”
Incentives and creativity: evidence from the academic life sciences (2011, methodology): “Since the dependent variable is a proportion, we estimate these model using the quasi-maximum likelihood fractional logit estimator of Papke and Wooldridge (1996).”
Segregation, Ethnic Favoritism, and the Strategic Targeting of Local Public Goods (2018, methodology): “…count of boreholes built in an electoral district, we use a Poisson model modified to account for overdispersion in the data (Gelman & Hill, 2006; Wooldridge, 1997).15 We model the number of new boreholes an electoral district receives ( yd ) as follows: y Seg Xd d d a d d d overdispersed…”