Specifications

• Poisson regression
• Negative binomial: NB1, NB2, NB-P
• Negative binomial with heterogeneity
• Gamma model for over- or underdispersion
• Generalized Poisson and Polya-Aeppli
• Latent heterogeneity - normal or log-gamma
• Hurdle model
• Underreporting
• Box-Cox functional form
• Zero inflation models
• ZIP(tau) and ZINB(tau)
• Covariates ZIP and ZINB
• Zero inflation with endogenous regime
• Sample selection
• Sample selection models, Poisson and negative binomial
• Incidental truncation
• Heterogeneity and underreporting
• Endogenous underreporting

Data features

• Censoring
• Truncation
• Unobserved heterogeneity

Estimation and inference

• Marginal effects and average partial effects
• Fit measures (Pearson and deviance)
• Predictions
• Restrictions and hypothesis - Wald, LR, LM tests
• Overdispersion tests
• Robust covariance matrices: cluster, sandwich
• Tests for hurdle effects

Panel data models

• Fixed effects
• Conditional
• Unconditional: up to 50,000 dummy variable coefficients
• Marginal effects
• Predictions
• Random effects
• Log-gamma
• Lognormal
• Random parameters
• Latent class models
• Latent class with zero inflation
• Split population and latent class models