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Re: st: IV estimation in a negative binomial framework


From   Arka Roy Chaudhuri <gabuisi@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV estimation in a negative binomial framework
Date   Fri, 12 Aug 2011 14:19:30 -0700

I am sorry-  I should have been more exact. I meant to say that-qvf-
gives lowers standard errors than -ivpois- in my regression framework.
So  I was confused  and wanted to know if this was due to some
inherent theoretical differences between the two routines.Thanks

Arka

On Fri, Aug 12, 2011 at 1:49 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> Arka Roy Chaudhuri <gabuisi@gmail.com>:
> What do you mean by "in my case qvf seems to perform better than
> ivpois" exactly?  Are you running a simulation with a known effect?
> -qvf- is for measurement error only, but my simulations prefer -ivpois-
> for every type of endogeneity, including measurement error.
> Note that -gmm- supplants -ivpois- if you are running modern Stata.
>
> On Fri, Aug 12, 2011 at 4:31 PM, Arka Roy Chaudhuri <gabuisi@gmail.com> wrote:
>
>> I had a question about -ivpois- vs -qvf-.Is there any reason for
>> -ivpois- to be theoretically better than -qvf-? I looked at the
>> example in the ivpois help file which shows that ivpois performs
>> better than qvf but in my case qvf seems to perform better than
>> ivpois. So I was wondering if there are any theoretical reasons for
>> why ivpois is better than qvf and the essential differences between
>> the two.
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