No canned program that I know of, but see Wooldridge CSPD p.663 for an
easy method using the control function approach, i.e. regress X on Z,
predict residual vhat and include vhat in a regression e.g. -poisson y
X vhat- and then fix up the std errors. Also see references to Mullahy
1997 REStat et al. therein.
On 1/18/06, Tinna <[email protected]> wrote:
> Dear Statalisters,
>
> Is there a command to do instrumental variables estimations (similar
> to ivreg or ivprobit) on a poisson model?
>
> Tinna
>
> *
> * For searches and help try:
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> * http://www.ats.ucla.edu/stat/stata/
>
*
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