Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: simultaneous equations models or two-step equations


From   "Millimet, Daniel" <millimet@mail.smu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: simultaneous equations models or two-step equations
Date   Wed, 30 Jul 2003 09:09:57 -0500

See the following references.  They deal with appropriate two-step
estimators where the second-stage is a Poisson and you wish to replace
an endogenous variable with its predicted value from a first-stage
regression.

Mullahy, J. 1997. "Instrumental-Variable Estimation of Count Data
Models: Applications to Models of Cigarette smoking Behavior," Review of
Economics and Statistics, 79, 586-593.

Windmeijer, F.A.G. and J.M.C. Silva. 1997. "Endogeneity in Count Data
Models: An Application to Demand for Health Care," Journal of Applied
Econometrics, 12, 281-94.

----------------------------------------------------------
Daniel L. Millimet, Assistant Professor
Department of Economics
Box 0496
SMU
Dallas, TX 75275-0496
Phone: 214.768.3269
Fax:      214.768.1821
http://faculty.smu.edu/millimet
---------------------------------------------------------- 

> -----Original Message-----
> From: Pauline Emilie [mailto:emilie_pauline@yahoo.com]
> Sent: Wednesday, July 30, 2003 4:39 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: simultaneous equations models or two-step equations
> 
> Dear all,
> 
> 
> I would like to know if somebody knows how to compute
> with Stata simultaneous equations models with a
> poisson distribution and a tobit distribution.
> Or at least, Does somebody know something about
> two-step estimation with a Poisson last estimation.
> 
> Moreover, what is the difference between these two
> types of estimations?
> 
> Thank you very much
> 
> Emilie-Pauline
> 
> 
> __________________________________
> Do you Yahoo!?
> Yahoo! SiteBuilder - Free, easy-to-use web site design software
> http://sitebuilder.yahoo.com
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index