FIML estimation of an endogenous switching model for count data
This paper presents code for fitting a FIML endogenous switching Poisson count model for cross-sectional data in Stata 7: the espoisson command. The Poisson process depends on an unobserved heterogeneity term, ; a set of explanatory variables, x; and an endogenous dummy, d. The endogenous dummy depends on an unobserved random term, . Correlation between and is allowed. If a model with exogenous d is fitted instead, correlation between and will result in simultaneous equation bias. The endogenous switching model corrects this problem. After describing the underlying econometric theory behind the command, an example is discussed.
Volume (Year): 4 (2004)
Issue (Month): 1 (March)
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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