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st: Endogenous count variable in a binary model


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
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