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FIML estimation of an endogenous switching model for count data

  • Alfonso Miranda

    (Economics Department, University of Warwick)

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.

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Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 4 (2004)
Issue (Month): 1 (March)
Pages: 40-49

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Handle: RePEc:tsj:stataj:v:4:y:2004:i:1:p:40-49
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  1. Wiji Arulampalam & Alison L. Booth, 1997. "Who gets over the training hurdle? A study of the training experiences of young men and women in Britain," Journal of Population Economics, Springer, vol. 10(2), pages 197-217.
  2. Frank Windmeijer & Joao Santos Silva, 1996. "Endogeneity in count data models; an application to demand for health care," IFS Working Papers W96/15, Institute for Fiscal Studies.
  3. 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.
  4. Weiren Wang & Felix Famoye, 1997. "Modeling household fertility decisions with generalized Poisson regression," Journal of Population Economics, Springer, vol. 10(3), pages 273-283.
  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. 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.
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