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http://hdl.handle.net/10419/64728
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| Title: | | Is it different for zeros? Discriminating between models for non-negative data with many zeros  |
| Authors: | | Silva, J. M. C. Santos Tenreyro, Silvana Windmeijer, Frank |
| Issue Date: | | 2010 |
| Series/Report no.: | | cemmap working paper CWP20/10 |
| Abstract: | | In many economic applications, the variate of interest is non-negative and its distribution is characterized by a mass-point at zero and a long right-tail. Many regression strategies have been proposed to deal with data of this type. Although there has been a long debate in the literature on the appropriateness of diffrent models, formal statistical tests to choose between the competing specifications, or to assess the validity of the preferred model, are not often used in practice. In this paper we propose a novel and simple regression-based specification test that can be used to test these models against each other. |
| Subjects: | | health economics international trade non-nested hypotheses P test |
| JEL: | | C12 C52 |
| Persistent Identifier of the first edition: | | doi:10.1920/wp.cem.2010.2010 |
| Document Type: | | Working Paper |
| Appears in Collections: | | cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)
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