| Project/Area Number |
13630031
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Osaka University |
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Principal Investigator |
OYA Kosuke Osaka University, Graduate School of Economics, Associate Professor, 大学院・経済学研究科, 助教授 (20233281)
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| Project Period (FY) |
2001 – 2003
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| Project Status |
Completed (Fiscal Year 2003)
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| Budget Amount *help |
¥3,400,000 (Direct Cost: ¥3,400,000)
Fiscal Year 2003: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 2002: ¥1,100,000 (Direct Cost: ¥1,100,000)
Fiscal Year 2001: ¥1,400,000 (Direct Cost: ¥1,400,000)
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| Keywords | Categorical Data / Count Data / Ordered Categorical Data / Poisson Regression Model / Endogeniety / Maximum Likelihood Estimation / 同時性 / 2値変数 / ポアソン回帰 / 欠損値 / パネルデータ / プロビットモデル / トービットモデル |
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| Research Abstract |
The purpose of this research was to investigate the statistical properties of the estimators of the categorical and count data model and to establish the robust estimator. The categorical and count data is not continuous but discrete. The Poisson regression model is the standard model for analysis of the behavior of the dependent variable which is an integer. However, we have to impose some important assumptions. One of the significant assumptions is that the independent variables are statistically independent from the error term in the model. However, such assumption is not hold when we incorporate the qualitative choice mechanism into the model. The estimators of the parameters are not consistent. The main source of the problem is the correlation between the independent variable and the error term of the model. We can apply the maximum likelihood estimation method to get the consistent estimator of the model. This research shows the statistical properties of several estimators for the model. The results show that the maximum likelihood estimation is robust and the moment based estimator is not. Further, the model is extended to have the ordered categorical independent variable in this research.
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