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From |
Viktor Slavtchev <viktor.slavtchev@uni-jena.de> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 27 May 2008 16:36:14 +0200 |

perhaps you can use -qvf- search qvf findit qvf hth viktor Leda Inga wrote:

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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**Follow-Ups**:**Re: st: Endogenous count variable in a binary model***From:*"Leda Inga" <ledainga@gmail.com>

**References**:**st: Endogenous count variable in a binary model***From:*"Leda Inga" <ledainga@gmail.com>

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