Hi all,
the title quite speaks for itself. I am trying to recover how the bias intervenes in the estimates of a fixed effect poisson model with endogeneity. Specifically, how the correlation between endogenous regressor, say y2, and error impact on such bias. Please, notice that I am not looking for a comparison between estimates without controlling for endogeneity vs estimates obtained after control function appraoch. This indeed would be rather simple but would not be informative on the reasons why for instance the estimates controlling for endogeneity are higher (this is actually my case, where the correlation between error term and endogenous is positive and the instrument has a negative and significant sign when inserted in the regression explaining the endogenous,i.e. first stage regression) than the ones without controlling for endogeneity.
Thank you all,
Federico
Related Posts with Estimating bias in Endogenous Poisson models
2SLS Panel Data for Logit/Probit regressionDear Statalists, I just have a general question of how to proceed with the logit model with instrum…
Tabulating means and CI for each level of a categorical variableDear Statalist, I want to obtain some descriptives of a continuous variable by age group. I can ach…
Problem with comparing xtunitroot test across selected panelsGood Morning/Afternoon to you all, First post I've made, but I'm a very long-time user of the insig…
Work out date from ISO week and yearHello, I was wondering if anyone could help me work out the a date for the first day of an ISO week …
How to separate 2 dates that are currently in 1 variable?Hello all, this is my first post on this site. I am currently dealing with a variable whose entries …
Subscribe to:
Post Comments (Atom)
0 Response to Estimating bias in Endogenous Poisson models
Post a Comment