If you are willing to admit that the betas are NOT the same for treated and non-treated (i.e. in the case of sample selection - endogenous switching, e.g. Heckman model), you may also use -ssm- from SSC and -espoisson- from SJ4-1
Nicola
At 02.33 21/02/2008 -0500, you wrote:
>dear all,
>I would like to estimate a poisson model which includes an endogenous
>dummy variable. To be more precise, this dummy captures a "treatment
>effect", hence I would like to model the selection process that
>underlies it by a probit model, and use the fitted probabilities as
>instruments for the dummy.
>Does anyone of you know a Stata command (either built in or not) that
>allows to estimate such a model?
>thank you very much for any help
>Maria
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