Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: poisson and instrumental variables


From   austin nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: poisson and instrumental variables
Date   Wed, 18 Jan 2006 16:04:18 -0500

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 <statalist@gmail.com> 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:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index