IVPOIS: Stata module to estimate an instrumental variables Poisson regression via GMM
Abstractivpois implements a Generalized Method of Moments (GMM) estimator of Poisson regression and allows endogenous variables to be instrumented by excluded instruments, hence the acronym for Instrumental Variables (IV) in its name. Standard errors are estimated by bootstrapping. Poisson regression assumes E[y|X]=exp(Xb) to get a consistent estimate of b, so it is appropriate for a wide variety of models where the dependent variable is nonnegative (zero or positive), not just where the dependent variable measures counts of events. The central code was promulgated by Bill Gould at a Seminar in DC on November 2, 2007.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S456890.
Programming language: Stata
Requires: Stata version 10
Date of creation: 11 Nov 2007
Date of revision: 03 Sep 2008
Note: This module should be installed from within Stata by typing "ssc install ivpois". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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