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st: irr /marginal effects after gmm estimation of poisson regression

From   "Anat (Manes) Tchetchik" <>
Subject   st: irr /marginal effects after gmm estimation of poisson regression
Date   Mon, 3 Feb 2014 20:07:56 +0200

Dear all,

I have a count data model of two jointly determined eqns, incl. also
endogenous variables, which I have estimated using Stata's gmm
(version 13.0)  as follows::

gmm ($abroad) ($home), inst(`x')inst( `Z')  twostep matrix(robust)

where the eqns, $abroad and $ home are Poisson models such that

$abroad for example is: abroad- exp({xb1: age distance italy+ ..+..} + {b0})"

I'm not sure how to calculate the marginal effects (i.e. the direct
effect of a predictor on the count variable), as the irr does not
apply here and neither are post estimation command such as margins
I can calc. the marginal effect manually I guess using dy/dx= exp(xb)*b,
Unless there is a better way of doing it?

Any advice will be very very appreciated!

Anat Tchetchik, PhD
Department of Business Administration
Guilford Glazer Faculty of Business and Management
Ben-Gurion University of the Negev
P.O.Box: 653
Beer-Sheva, Israel, 84105

Phone         972-(0)8-6479735
Fax:           972-(0)8-6472920
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