See the following references. They deal with appropriate two-step
estimators where the second-stage is a Poisson and you wish to replace
an endogenous variable with its predicted value from a first-stage
regression.
Mullahy, J. 1997. "Instrumental-Variable Estimation of Count Data
Models: Applications to Models of Cigarette smoking Behavior," Review of
Economics and Statistics, 79, 586-593.
Windmeijer, F.A.G. and J.M.C. Silva. 1997. "Endogeneity in Count Data
Models: An Application to Demand for Health Care," Journal of Applied
Econometrics, 12, 281-94.
----------------------------------------------------------
Daniel L. Millimet, Assistant Professor
Department of Economics
Box 0496
SMU
Dallas, TX 75275-0496
Phone: 214.768.3269
Fax: 214.768.1821
http://faculty.smu.edu/millimet
----------------------------------------------------------
> -----Original Message-----
> From: Pauline Emilie [mailto:[email protected]]
> Sent: Wednesday, July 30, 2003 4:39 AM
> To: [email protected]
> Subject: st: simultaneous equations models or two-step equations
>
> Dear all,
>
>
> I would like to know if somebody knows how to compute
> with Stata simultaneous equations models with a
> poisson distribution and a tobit distribution.
> Or at least, Does somebody know something about
> two-step estimation with a Poisson last estimation.
>
> Moreover, what is the difference between these two
> types of estimations?
>
> Thank you very much
>
> Emilie-Pauline
>
>
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