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Estimating the fractional response model with endogenous count variable

Hoa Nguyen and Minh Nguyen ()

DC09 Stata Conference from Stata Users Group

Abstract: In this presentation, we introduce the command frcount for estimating the fractional response model with an endogenous count variable. The endogeneity of the right-hand-side count variable is controlled for under the presence of unobserved heterogeneity. We briefly discuss the model, estimation method, and implementation of the frcount command in Stata. More importantly, we provide useful summary statistics of parameter estimates, adjusted standard errors, and average partial effects, which can be comparable among nonlinear models.

Date: 2009-08-11
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