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st: Endogeneity w/Panel Data

From   "Boye, Mark" <>
Subject   st: Endogeneity w/Panel Data
Date   Thu, 11 Dec 2003 15:21:52 -0500

I am evaluating a clinical trial with 9 sequential days of data and am
attempting to model the following: dichotomous treatment group assignment ->
variation in opioid consumption -> variation in patient-reported opiod
symptoms (e.g., drowsiness, nausea, difficulty with urination, etc).  The
dependent variables are dichotomous (symptom yes/no), count-negative
binomial (how many daily episodes), and continuous-skewed (patient-rated
symptom severity 0-10).

Including group assignment and opiod consumption on the RHS would introduce
endogeneity issues & I therefore envision a 2-equation solution first
regressing the skewed continuous variable opiod consumption onto group
assignment using a log-gamma parameterization.  Thereafter the second
equation would incorporate the residual to estimate the effect on my various
outcome measures (e.g., 0/1, count, and continuous measures).

Are there routines available in Stata to estimate such models?  

Thank you,

Mark E. Boye MBA, MPH, Ph.D.
Senior Outcomes Research Scientist
WW Outcomes Research
2800 Plymouth Road
Ann Arbor, MI  48105
Tel 734-622-4856
Fax 734-622-2641

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