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st: IV and matching estimator


From   Ayman Farahat <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: IV and matching estimator
Date   Tue, 8 Jan 2013 19:23:56 -0800 (PST)

 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 


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