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st: AW: Re : Clarification request

From   "Martin Weiss" <>
To   <>
Subject   st: AW: Re : Clarification request
Date   Wed, 3 Mar 2010 13:36:28 +0100


"I hope that you respond me rapidly because of the urgent aspect of my

No histrionics, right? See NJC`s exhortations at


-----Ursprüngliche Nachricht-----
[] Im Auftrag von mabrouk abir
Gesendet: Mittwoch, 3. März 2010 11:59
Betreff: st: Re : Clarification request

Hi Nicholas,
me again. Another question please: Is it necessary to use Poisson regression
or negative binomial regression if one of the explanatory variables of the
model is a count measure ?
I hope that you respond me rapidly because of the urgent aspect of my
Thanks a lot
Abir Mabrouk

De : mabrouk abir <>
À :
Envoyé le : Mer 3 Mars 2010, 9 h 21 min 37 s
Objet : Clarification request

Dear Nicholas,
I would like please to discuss some aspects with you.
Ihave relied upon a simultaneous equations model in order to take into
account of the possibility of reverse causality. Thus I adopt the 2SLS
estimation approach.I would like to ask you some questions :
 1. I see that many authors don't consider the basic assumption that Z
(instruments) must don't explain Y (dependent variable) otherwise (Cov (Y,
Z) = 0)? I've understood that in the case of simultaneous equations, I must
not take account of this assumption in the first stage. Is it true?

2. If I use a "Control Function Approach" (which is equivalent to
two-stage-least-squares) to estimate a simultaneous equations model, are the
instruments the same of those chosen in the 2SLS approach ?

3. In a "Control Function Approach", can I use Poisson regression instead
of SLS, in each stages, to estimate a simultaneous equations model. This
because I adopt a count measure for an endogenous variable of the model ?

Thank you very much for reading my mail. I am looking forward to hearing
from you soon.
Yours sincerly
Abir Mabrouk

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