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st: Two stage estimation: Can the first stage be a count model
Hello fellow stata users,
I am currently using the ivreg command for a two stage least squares
estimation but am wondering how fitting it is in my case. The
variable I am instrumenting is a count measure 0, 1, 2, 3 (number of
specific alcohol problems individuals have) and my instrument is a 0 -
1 indicator variable (daily smoker or not). I have two questions for
A) Could it cause a problem in my estimation that the first stage
consists of an indicator explaining a 0 - 1 - 2 - 3 variable?
B) Is there a different command that does two stage estimations with
the first stage being some type of a count model (e.g. Poisson)?
Any insights are greatly appreciated
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