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IVPOIS: Stata module to estimate an instrumental variables Poisson regression via GMM

Author

Listed:
  • Austin Nichols

Programming Language

Stata

Abstract

ivpois implements a Generalized Method of Moments (GMM) estimator of Poisson regression and allows endogenous variables to be instrumented by excluded instruments, hence the acronym for Instrumental Variables (IV) in its name. Standard errors are estimated by bootstrapping. Poisson regression assumes E[y|X]=exp(Xb) to get a consistent estimate of b, so it is appropriate for a wide variety of models where the dependent variable is nonnegative (zero or positive), not just where the dependent variable measures counts of events. The central code was promulgated by Bill Gould at a Seminar in DC on November 2, 2007.

Suggested Citation

  • Austin Nichols, 2007. "IVPOIS: Stata module to estimate an instrumental variables Poisson regression via GMM," Statistical Software Components S456890, Boston College Department of Economics, revised 03 Sep 2008.
    • Handle: RePEc:boc:bocode:s456890
    Note: This module should be installed from within Stata by typing "ssc install ivpois". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/i/ivpois.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/iv_poisson.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/ivpois.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/ivpois_c.do
    File Function: sample program
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/ivp_cig.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/ivp_bwt.dta
    File Function: sample data file
    Download Restriction: no
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    Citations

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    Cited by:

    1. 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.
    2. Andersson, Roland & Quigley, John M. & Wilhelmsson, Mats, 2009. "Urbanization, productivity, and innovation: Evidence from investment in higher education," Journal of Urban Economics, Elsevier, vol. 66(1), pages 2-15, July.
    3. Plerhoples, Christina, 2012. "The Effect of Vacant Building Demolitions on Crime under Depopulation," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 125003, Agricultural and Applied Economics Association.
    4. Mukim, Megha, 2011. "Industry and the urge to cluster: a study of the informal sector in India," LSE Research Online Documents on Economics 33592, London School of Economics and Political Science, LSE Library.

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