FIML estimation of an endogenous switching model for count data
We develop FIML code for estimating a Poisson Count data model with lognormal unobserved heterogeneity and an endogenous dummy variable as proposed by Terza (1998). Gauss-Hermite quadrature is used for calculating the log-likelihood and a -ml d0- method is employed. We present an example and discuss the problems found during the development of the code.
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- 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 281-94, May-June.
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"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.
- 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, vol. 13(2), pages 173-188.
- Weiren Wang & Felix Famoye, 1997. "Modeling household fertility decisions with generalized Poisson regression," Journal of Population Economics, Springer, vol. 10(3), pages 273-283.
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