FIML estimation of an endogenous switching model for count data
| dc.creator | Miranda, Alfonso | |
| dc.date | 2017-04-01T19:38:12Z | |
| dc.date.accessioned | 2026-07-09T05:47:47Z | |
| dc.description | This paper presents code for fitting a FIML endogenous switching Poisson count model for cross-sectional data in Stata 7: the espoisson command. The Poisson process depends on an unobserved heterogeneity term, ε; a set of explanatory variables, x; and an endogenous dummy, d. The endogenous dummy depends on an unobserved random term, v. Correlation between ε and v is allowed. If a model with exogenous d is fitted instead, correlation between ε and v will result in simultaneous equation bias. The endogenous switching model corrects this problem. After describing the underlying econometric theory behind the command, an example is discussed. | |
| dc.identifier | Other:st0057 | |
| dc.identifier | doi:10.22004/ag.econ.116208 | |
| dc.identifier | https://ageconsearch.umn.edu/record/116208/files/sjart_st0057.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/116208 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/568465 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/116208 | |
| dc.title | FIML estimation of an endogenous switching model for count data | |
| dc.type | Text |