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st: IV Regression with many zeros in 1st stage


From   mganz <mganz@hsph.harvard.edu>
To   statalist <statalist@hsphsun2.harvard.edu>
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:

BD=aX+bS+e

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 
stage 
regression:

S = cZ+dP+e

be estimated if >50% of S is zero?

Any help would be greatly appreciated.

Thanks,
Michael

________________________________________
Michael Ganz, MS, PhD
Assistant Professor
Dept. of Society, Human Development and Health
Harvard School of Public Health
mganz@hsph.harvard.edu
http://www.hsph.harvard.edu/faculty/ganz
Ph. 617-432-2382
Fax 617-432-3755

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