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FIML estimation of an endogenous switching model for count data

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  • Alfonso Miranda

    (Economics Department, University of Warwick)

Abstract

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.

Suggested Citation

  • Alfonso Miranda, 2004. "FIML estimation of an endogenous switching model for count data," Stata Journal, StataCorp LP, vol. 4(1), pages 40-49, March.
  • Handle: RePEc:tsj:stataj:v:4:y:2004:i:1:p:40-49
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    References listed on IDEAS

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    1. 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.
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    4. 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;European Society for Population Economics, vol. 10(2), pages 197-217.
    5. Francisco Covas & J.M.C. Santos Silva, 2000. "A modified hurdle model for completed fertility," Journal of Population Economics, Springer;European Society for Population Economics, vol. 13(2), pages 173-188.
    6. Weiren Wang & Felix Famoye, 1997. "Modeling household fertility decisions with generalized Poisson regression," Journal of Population Economics, Springer;European Society for Population Economics, vol. 10(3), pages 273-283.
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    Cited by:

    1. Vondolia, Godwin Kofi & Eggert, Håkan & Stage, Jesper, "undated". "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. 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.
    3. 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.
    4. Bratti, M. & Miranda, A, 2010. "Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation," Health, Econometrics and Data Group (HEDG) Working Papers 10/19, HEDG, c/o Department of Economics, University of York.
    5. 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.
    6. Geraci, A. & Fabbri, D. & Monfardini, C., 2014. "Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?," Health, Econometrics and Data Group (HEDG) Working Papers 14/03, HEDG, c/o Department of Economics, University of York.
    7. Michael J. Peel, 2014. "Addressing unobserved endogeneity bias in accounting studies: control and sensitivity methods by variable type," Accounting and Business Research, Taylor & Francis Journals, vol. 44(5), pages 545-571, October.
    8. 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.
    9. Emilio Parrado & Chenoa Flippen & Chris McQuiston, 2005. "Migration and relationship power among mexican women," Demography, Springer;Population Association of America (PAA), vol. 42(2), pages 347-372, May.

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