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Estimating the fractional response model with endogenous count variable

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Author Info

  • Hoa Nguyen

    ()
    (Economics Department, Michigan State University)

  • Minh Nguyen

    ()
    (Economics Department, American University)

Abstract

In this presentation, we introduce the command frcount for estimating the fractional response model with an endogenous count variable. The endogeneity of the right-hand-side count variable is controlled for under the presence of unobserved heterogeneity. We briefly discuss the model, estimation method, and implementation of the frcount command in Stata. More importantly, we provide useful summary statistics of parameter estimates, adjusted standard errors, and average partial effects, which can be comparable among nonlinear models.

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File URL: http://repec.org/dcon09/dc09_nguyen.pdf
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Bibliographic Info

Paper provided by Stata Users Group in its series DC09 Stata Conference with number 14.

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Date of creation: 11 Aug 2009
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Handle: RePEc:boc:dcon09:14

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Web page: http://www.stata.com/meeting/dcconf09/
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