Re: st: Endogenous count variable in a binary model

[Viktor Slavtchev <viktor.slavtchev@uni-jena.de>]

perhaps you can use -qvf-
search qvf
findit qvf
hth
viktor

Leda Inga wrote:
> Hi,
>
> I'm runing a binary regression with survey data and I'm interested in
> the effect of a count explanatory variable (called CP) which might
> have a diminishing impact. Theoretically both variables, the dependent
> and the explanatory variable of my interest, could be determined by
> some others factors which can't be controlled and so go in the error
> terms.  My objectives are: 1) Test if CP has significant effect on the
> probability of ocurrence of the event I'm studying, 2) If so, test if
> the effect is diminishing, based on the significance of a cuadractic
> term (CP^2), and finally 3) Know at which point the effect of CP
> reaches it peak.
>
> Since ivprobit doesn't allow for a cuadractic term and is for
> continuos data, I didn`t use it. Instead I ran a count data model,
> saved the predicted values and generated a new variable equal to the
> square of these. Then I ran a binary regression including both, the
> predicted values of CP and the square of them. But I'm not sure if
> this estimation procedure is correct and if I'm really getting
> consistent betas and standard errors.
>
> Just to give some details, CP takes values from 0 to 20, has a mean
> 7.48 and a variance of 12.8.
>
> I would really appreciate any help,
>
>
> Leda
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>   
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/