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Re: st: Poisson Model with endogenous dummy variable


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Poisson Model with endogenous dummy variable
Date   Fri, 22 Feb 2008 19:14:45 +0100

If you are willing to admit that the betas are NOT the same for treated and non-treated (i.e. in the case of sample selection - endogenous switching, e.g. Heckman model), you may also use -ssm- from SSC and -espoisson- from SJ4-1

Nicola

At 02.33 21/02/2008 -0500, you wrote:
>dear all,
>I would like to estimate a poisson model which includes an endogenous  
>dummy variable. To be more precise, this dummy captures a "treatment  
>effect", hence I would like to model the selection process that  
>underlies it by a probit model, and use the fitted probabilities as  
>instruments for the dummy.
>Does anyone of you know a Stata command (either built in or not) that  
>allows to estimate such a model?
>thank you very much for any help
>Maria 

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