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st: Endogeneity w/Panel Data


From   "Boye, Mark" <mark.boye@pfizer.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Endogeneity w/Panel Data
Date   Thu, 11 Dec 2003 15:21:52 -0500

I am evaluating a clinical trial with 9 sequential days of data and am
attempting to model the following: dichotomous treatment group assignment ->
variation in opioid consumption -> variation in patient-reported opiod
symptoms (e.g., drowsiness, nausea, difficulty with urination, etc).  The
dependent variables are dichotomous (symptom yes/no), count-negative
binomial (how many daily episodes), and continuous-skewed (patient-rated
symptom severity 0-10).

Including group assignment and opiod consumption on the RHS would introduce
endogeneity issues & I therefore envision a 2-equation solution first
regressing the skewed continuous variable opiod consumption onto group
assignment using a log-gamma parameterization.  Thereafter the second
equation would incorporate the residual to estimate the effect on my various
outcome measures (e.g., 0/1, count, and continuous measures).

Are there routines available in Stata to estimate such models?  

Thank you,


Mark E. Boye MBA, MPH, Ph.D.
Senior Outcomes Research Scientist
WW Outcomes Research
1600/200/2079
2800 Plymouth Road
Ann Arbor, MI  48105
Tel 734-622-4856
Fax 734-622-2641
E-mail mark.boye@pfizer.com



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