Economics at your fingertips  

IVPOIS: Stata module to estimate an instrumental variables Poisson regression via GMM

Austin Nichols

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
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". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed

Downloads: (external link) program code (text/plain) program code (text/plain) help file (text/plain) sample program (text/plain) sample data file (application/x-stata) sample data file (application/x-stata)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This software item can be ordered from

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

Page updated 2021-09-17
Handle: RePEc:boc:bocode:s456890