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)
|Note:||Windows users should not attempt to download these files with a web browser.|
|Contact details of provider:|| Web page: http://www.stata-journal.com/|
|Order Information:||Web: http://www.stata-journal.com/subscription.html|
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.:
- 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.
- 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 225-243, May-June.
- 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 281-294, May-June.
- Frank Windmeijer & Joao Santos Silva Santos Silva, 1996. "Endogeneity in count data models; an application to demand for health care," IFS Working Papers W96/15, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- 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. Full references (including those not matched with items on IDEAS)
When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:4:y:2004:i:1:p:40-49. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum)or (Lisa Gilmore)
If references are entirely missing, you can add them using this form.