mtreatnb

Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment. 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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  1. Chang, Yiming; Zhao, Shangmei; Hu, Fei: The payouts choice for deposit insurance system (2019)