Hi,
I am working on a model in panel data context
Y1(i,t) = alpha + b1*Y2(i,t) + b2*Z(i,t) + c(i) + error(i,t)
where
- Y1 is a count data (0, 1, 2...) or fractional data (0 <= Y1 <= 1)
- Y2 is a count endogenous explanatory variable
- Z are other exogenous variables
- c is unobserved individual effect
- error is disturbance term, it could be normal or not.
I have been looking in the literature to find the methods but found nothing
yet. Does anyone know something related to this model from literature or
Stata? The only paper I know is Terza (1998), Journal of Econometrics. Is
there any Stata package for this kind of model yet? Please let me know if
you know anything related to this problem.
Ref:
Terza, 1998, Estimating count data models with endogenous switching: sample
selection and endogenous treatment effects. Journal of Econometrics, 84,
129-154.
Thank so much,
Minh Nguyen
PhD student, Economics
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