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Re: st: ivpois with a binary endogenous predictor


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
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