st: Re : Clarification request

[mabrouk abir <mabrouk_abir@yahoo.fr>]

Hi Nicholas,
me again. Another question please: Is it necessary to use Poisson regression or negative binomial regression if one of the explanatory variables of the model is a count measure ?
I hope that you respond me rapidly because of the urgent aspect of my research.
Thanks a lot
Abir Mabrouk



________________________________
De : mabrouk abir <mabrouk_abir@yahoo.fr>
À : statalist@hsphsun2.harvard.edu
Envoyé le : Mer 3 Mars 2010, 9 h 21 min 37 s
Objet : Clarification request


Dear Nicholas,
I would like please to discuss some aspects with you.
Ihave relied upon a simultaneous equations model in order to take into account of the possibility of reverse causality. Thus I adopt the 2SLS estimation approach.I would like to ask you some questions :
 1. I see that many authors don't consider the basic assumption that Z (instruments) must don't explain Y (dependent variable) otherwise (Cov (Y, Z) = 0)? I've understood that in the case of simultaneous equations, I must not take account of this assumption in the first stage. Is it true?

2. If I use a "Control Function Approach" (which is equivalent to two-stage-least-squares) to estimate a simultaneous equations model, are the instruments the same of those chosen in the 2SLS approach ?



3. In a "Control Function Approach", can I use Poisson regression instead of SLS, in each stages, to estimate a simultaneous equations model. This because I adopt a count measure for an endogenous variable of the model ?

Thank you very much for reading my mail. I am looking forward to hearing from you soon.
Yours sincerly
Abir Mabrouk



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/