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FIML estimation of an endogenous switching model for count data

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  • Alfonso Miranda Caso Luengo

    (Warwick University)

Abstract

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.

Suggested Citation

  • Alfonso Miranda Caso Luengo, 2003. "FIML estimation of an endogenous switching model for count data," United Kingdom Stata Users' Group Meetings 2003 07, Stata Users Group.
    • Handle: RePEc:boc:usug03:07
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