st: AW: Re : Clarification request

["Martin Weiss" <martin.weiss1@gmx.de>]

<> 

"I hope that you respond me rapidly because of the urgent aspect of my
research."


No histrionics, right? See NJC`s exhortations at
http://www.stata.com/statalist/archive/2008-04/msg01286.html




HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von mabrouk abir
Gesendet: Mittwoch, 3. März 2010 11:59
An: statalist@hsphsun2.harvard.edu
Betreff: st: Re : Clarification request

Hi Nicholas,
me again. Another question please: Is it necessary to use Poisson regression
or negative binomial regression if one of the explanatory variables of the
model is a count measure ?
I hope that you respond me rapidly because of the urgent aspect of my
research.
Thanks a lot
Abir Mabrouk



________________________________
De : mabrouk abir <mabrouk_abir@yahoo.fr>
À : statalist@hsphsun2.harvard.edu
Envoyé le : Mer 3 Mars 2010, 9 h 21 min 37 s
Objet : Clarification request


Dear Nicholas,
I would like please to discuss some aspects with you.
Ihave relied upon a simultaneous equations model in order to take into
account of the possibility of reverse causality. Thus I adopt the 2SLS
estimation approach.I would like to ask you some questions :
 1. I see that many authors don't consider the basic assumption that Z
(instruments) must don't explain Y (dependent variable) otherwise (Cov (Y,
Z) = 0)? I've understood that in the case of simultaneous equations, I must
not take account of this assumption in the first stage. Is it true?

2. If I use a "Control Function Approach" (which is equivalent to
two-stage-least-squares) to estimate a simultaneous equations model, are the
instruments the same of those chosen in the 2SLS approach ?



3. In a "Control Function Approach", can I use Poisson regression instead
of SLS, in each stages, to estimate a simultaneous equations model. This
because I adopt a count measure for an endogenous variable of the model ?

Thank you very much for reading my mail. I am looking forward to hearing
from you soon.
Yours sincerly
Abir Mabrouk


      
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