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From |
"Dimitriy V. Masterov" <dvmaster@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: ivpois with a binary endogenous predictor |

Date |
Fri, 21 Sep 2012 18:26:39 -0700 |

Thanks for the quick reply, Austin. I have 3 follow-up questions. I tried the following command: ivpois y a b c, endog(x) exog(z) The coefficient on the binary endogenous variable x is -2.4. That's the expected sign (compared to non-IV poisson), but the magnitude seems too small. Using the dummy elasticity calculation for x going from 0 to 1, -2.4 translates into an (exp(-2.4)-1) = 0.9% reduction in y. Is that interpretation correct? I also tried this specification with -ivreg2- and ln(y), which gives me a coefficient of -4.7, which is almost -1%. Are there any other methods I can shoehorn this into to check my estimate? In his Stata Blog post*, William Gould wrote that that Poisson regression with the Huber/White/Sandwich linearized estimator of variance is a permissible alternative to log linear regression. Can ivpois incorporate this? It does not let you specify vce(robust). * http://blog.stata.com/2011/08/22/use-poisson-rather-than-regress-tell-a-friend/ DVM * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: ivpois with a binary endogenous predictor***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: ivpois with a binary endogenous predictor***From:*"Dimitriy V. Masterov" <dvmaster@gmail.com>

**Re: st: ivpois with a binary endogenous predictor***From:*Austin Nichols <austinnichols@gmail.com>

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