PETPOISSON: Stata module to estimate an Endogenous Participation Endogenous Treatment Poisson model by MSL

Alfonso Miranda

Statistical Software Components from Boston College Department of Economics

Abstract: petpoisson fits an Endogenous Participation Endogenous Treatment Poisson model by Maximum Simulated Likelihood. The main count variable Y is affected by an endogenous dichotomous treatment T. In addition, Y is only defined if a dichotomous participation condition P holds. The model is a simultaneous three-equation system that is estimated by Simulated Maximum Likelihood. Halton sequences, Hammersley sets or pseudouniform random numbers can be used to simulate the likelihood.

Language: Stata
Requires: Stata version 11
Keywords: count data; endogenous treatment; endogenous participation; poisson; treatment effects; maximum simulated likelihood (search for similar items in EconPapers)
Date: 2012-01-17
Note: This module should be installed from within Stata by typing "ssc install petpoisson". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). 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/p/petpoisson.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/petpoisson_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/petpoisson_me.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/petpoisson.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/petpoisson_simul.do sample program (text/plain)
http://fmwww.bc.edu/repec/bocode/p/petpoisson_sdata.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/l/lpetpoisson.mlib Mata library (application/x-stata)
http://fmwww.bc.edu/repec/bocode/p/petpoisson_slides.pdf documentation (application/pdf)

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