am interested in evaluating the marginal effect of seeing an advertising impression on conversion (binary).
However, because of activity bias , the number of impression seen is correlated with the unobserved error and are therefore exogenous.
I was thinking about using an IV to get around this problem. The instruments that I have are number of impressions of similar users on that day.
That seems very much like a matching estimator.
Is this possible? Is there a way of doing this in Stata?
Best
Ayman
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/
