FIML estimation of an endogenous switching model for count data

Alfonso Miranda

No 7, United Kingdom Stata Users' Group Meetings 2003 from Stata Users Group

Abstract: We develop FIML code for estimating a Poisson Count data model with lognormal unobserved heterogeneity and an endogenous dummy variable as proposed by Terza (1998). Gauss-Hermite quadrature is used for calculating the log-likelihood and a -ml d0- method is employed. We present an example and discuss the problems found during the development of the code.

Date: 2003-03-16
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Persistent link: https://EconPapers.repec.org/RePEc:boc:usug03:07

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