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FIML estimation of an endogenous switching model for count data

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  • Alfonso Miranda Caso Luengo

    ()
    (Warwick University)

Abstract

We develop FIML code for estimating a Poisson Count data model with lognormal unobserved heterogeneity and an endogenous dummy variable as proposed by Terza (1998). Gauss-Hermite quadrature is used for calculating the log-likelihood and a -ml d0- method is employed. We present an example and discuss the problems found during the development of the code.

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File URL: http://fmwww.bc.edu/repec/usug2003/esp_usug.pdf
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Paper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2003 with number 07.

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Date of creation: 16 Mar 2003
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Handle: RePEc:boc:usug03:07

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Web page: http://www.stata.com/meeting/9uk
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  1. Weiren Wang & Felix Famoye, 1997. "Modeling household fertility decisions with generalized Poisson regression," Journal of Population Economics, Springer, vol. 10(3), pages 273-283.
  2. Arulampalam, Wiji & Booth, Alison L, 1996. "Who Gets Over the Training Hurdle? A Study of the Training Experiences of Young Men and Women in Britain," CEPR Discussion Papers 1470, C.E.P.R. Discussion Papers.
  3. Windmeijer, F A G & Silva, J M C Santos, 1997. "Endogeneity in Count Data Models: An Application to Demand for Health Care," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 281-94, May-June.
  4. Francisco Covas & J.M.C. Santos Silva, 2000. "A modified hurdle model for completed fertility," Journal of Population Economics, Springer, vol. 13(2), pages 173-188.
  5. Terza, Joseph V., 1998. "Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects," Journal of Econometrics, Elsevier, vol. 84(1), pages 129-154, May.
  6. Gurmu, Shiferaw, 1997. "Semi-Parametric Estimation of Hurdle Regression Models with an Application to Medicaid Utilization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 225-43, May-June.
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Cited by:
  1. Vondolia, Godwin Kofi & Eggert, Håkan & Stage, Jesper, . "Nudging Boserup? The Impact of Fertilizer Subsidies on Investment in Soil and Water Conservation," Discussion Papers dp-12-08-efd, Resources For the Future.
  2. Francois Degeorge & Francois Derrien & Kent L. Womack, 2007. "Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding," Review of Financial Studies, Society for Financial Studies, vol. 20(4), pages 1021-1058.
  3. Massimiliano Bratti & Alfonso Miranda, 2010. "Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation," DoQSS Working Papers 10-05, Department of Quantitative Social Science - Institute of Education, University of London, revised 10 Dec 2010.
  4. Andrés Ramírez Hassan & Johnatan Cardona Jimenez & Ramiro Cadavid Montoya, 2011. "The impact of subsidized health insurance on the poor in Colombia: Evaluating the case of Medellin," DOCUMENTOS DE TRABAJO CIEF 010602, UNIVERSIDAD EAFIT.
  5. Emilio Parrado & Chenoa Flippen & Chris McQuiston, 2005. "Migration and relationship power among mexican women," Demography, Springer, vol. 42(2), pages 347-372, May.
  6. Alfonso Miranda & Sophia Rabe-Hesketh, 2006. "Maximum likelihood estimation of endogenous switching and sample selection models for binary, ordinal, and count variables," Stata Journal, StataCorp LP, vol. 6(3), pages 285-308, September.
  7. Kevin E. Staub, 2009. "Simple tests for exogeneity of a binary explanatory variable in count data regression models," SOI - Working Papers 0904, Socioeconomic Institute - University of Zurich.
  8. A. Geraci & D. Fabbri & C. Monfardini, 2014. "Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?," Working Papers wp921, Dipartimento Scienze Economiche, Universita' di Bologna.

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