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st: qvf command for count data


From   "Hugh Colaco" <Hugh.Colaco@business.uconn.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: qvf command for count data
Date   Fri, 10 Mar 2006 13:20:47 -0500

I'm having a problem running a regression with the qvf command. This is
the error message I keep getting

no me vars for specified instruments
r(198);

My syntax is of the form

qvf  y x1 x2 x3 x4 (z1 x3 x4), family(nbinomial) robust cluster (A);

(basically I want to run the 2nd stage using OLS and the 1st stage using
the neg binomial regression since z1 (dep var) is a count variable). So,
z1 is the instrument variable.

I tried putting z1 at the end (i.e. (x3 x4 z1)) but get the same error.



I also ran it using the ivreg command instead

i.e.

ivreg  y x1 x2 x3 x4 (z1 = x3 x4), robust cluster (A);

..........And it works! I understand you don't put an = sign in the qvf
command


Can you please help with the above problem? Also, do I need to include
the link command? Is my family(nbinomial) command ok? How does STATA
know that the nbinomial applies to the 1st stage?


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