Counts with an endogenous binary regressor: A series expansion approach

Andres Romeu () and Marcos Vera-Hernandez

Econometrics Journal, 2005, vol. 8, issue 1, 1-22

Abstract: We propose an estimator for count data regression models where a binary regressor is endogenously determined. This estimator departs from previous approaches by using a flexible form for the conditional probability function of the counts. Using a Monte Carlo experiment we show that our estimator improves the fit and provides a more reliable estimate of the impact of regressors on the count when compared to alternatives which do restrict the mean to be linear-exponential. In an application to the number of trips by households in the United States, we find that the estimate of the treatment effect obtained is considerably different from the one obtained under a linear-exponential mean specification. Copyright 2005 Royal Economic Society

Date: 2005
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Working Paper: COUNTS WITH AN ENDOGENOUS BINARY REGRESSOR: A SERIES EXPANSION APPROACH (2004)
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