English, Article edition: IVPOIS: Stata module to estimate an instrumental variables Poisson regression via GMM Austin Nichols

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Bookmark: http://trove.nla.gov.au/version/175588
Physical Description
  • code
Language
  • English

Edition details

Title
  • IVPOIS: Stata module to estimate an instrumental variables Poisson regression via GMM
Author
  • Austin Nichols
Physical Description
  • code
Notes
  • 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.
  • Poisson regression, GMM, instrumental variables
  • RePEc:boc:bocode:s456890
Language
  • English
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