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From |
"Leda Inga" <ledainga@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Endogenous count variable in a binary model |

Date |
Tue, 27 May 2008 09:31:13 -0500 |

Hi, I'm runing a binary regression with survey data and I'm interested in the effect of a count explanatory variable (called CP) which might have a diminishing impact. Theoretically both variables, the dependent and the explanatory variable of my interest, could be determined by some others factors which can't be controlled and so go in the error terms. My objectives are: 1) Test if CP has significant effect on the probability of ocurrence of the event I'm studying, 2) If so, test if the effect is diminishing, based on the significance of a cuadractic term (CP^2), and finally 3) Know at which point the effect of CP reaches it peak. Since ivprobit doesn't allow for a cuadractic term and is for continuos data, I didn`t use it. Instead I ran a count data model, saved the predicted values and generated a new variable equal to the square of these. Then I ran a binary regression including both, the predicted values of CP and the square of them. But I'm not sure if this estimation procedure is correct and if I'm really getting consistent betas and standard errors. Just to give some details, CP takes values from 0 to 20, has a mean 7.48 and a variance of 12.8. I would really appreciate any help, Leda * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Endogenous count variable in a binary model***From:*Viktor Slavtchev <viktor.slavtchev@uni-jena.de>

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