IVPOIS: Stata module to estimate an instrumental variables Poisson regression via GMM
Statistical Software Components from Boston College Department of Economics
ivpois implements a Generalized Method of Moments (GMM) estimator of Poisson regression and allows endogenous variables to be instrumented by excluded instruments, hence the acronym for Instrumental Variables (IV) in its name. Standard errors are estimated by bootstrapping. Poisson regression assumes E[y|X]=exp(Xb) to get a consistent estimate of b, so it is appropriate for a wide variety of models where the dependent variable is nonnegative (zero or positive), not just where the dependent variable measures counts of events. The central code was promulgated by Bill Gould at a Seminar in DC on November 2, 2007.
Requires: Stata version 10
Keywords: Poisson regression; GMM; instrumental variables (search for similar items in EconPapers)
Date: 2007-11-11, Revised 2008-09-03
Note: This module should be installed from within Stata by typing "ssc install ivpois". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/i/ivpois.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/iv_poisson.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivpois.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivpois_c.do sample program (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivp_cig.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/i/ivp_bwt.dta sample data file (application/x-stata)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s456890
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