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st: IV Regression with many zeros in 1st stage

From   mganz <>
To   statalist <>
Subject   st: IV Regression with many zeros in 1st stage
Date   Fri, 7 May 2004 12:35:04 -0400

Dear Statalist colleagues,

I would like to estimate the following regression:


where BD=birth defect and S is a measure of smoking (either 0/1 or number of 
cigarettes).  I would like to instrument S with cigarette prices and other 
variables (local 
smoking policy variables, eg).  The problem, I think, is that > 50% of 
respondents didn't 
smoke.  Does affect the appropriateness of the IV approach?  Ie, can my 1st 

S = cZ+dP+e

be estimated if >50% of S is zero?

Any help would be greatly appreciated.


Michael Ganz, MS, PhD
Assistant Professor
Dept. of Society, Human Development and Health
Harvard School of Public Health
Ph. 617-432-2382
Fax 617-432-3755

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