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st: ivpois with a binary endogenous predictor


From   "Dimitriy V. Masterov" <dvmaster@gmail.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: ivpois with a binary endogenous predictor
Date   Thu, 20 Sep 2012 18:31:33 -0700

I would like to estimate the effect of an endogenous binary variable
(x) on expenditure and/or transactions (y), which have a fair amount
of zeros (~12%) and a long right tail. I have a continuous instrument
(z). I was hoping to use the  Austin Nichols' -ivpois- command to do
this.

Are there any econometric issues with the first stage being very
different beast from the outcome equation?

How does this issue interact with doing the diagnostics by hand, like
the Hausman endogeniety test using the residuals?

Are there better ways to tackle this problem?

DVM
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