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st: new package -frcount- available from SSC
From
Minh Nguyen <[email protected]>
To
[email protected]
Subject
st: new package -frcount- available from SSC
Date
Wed, 3 Nov 2010 15:26:01 -0400
Courtesy of Kit Baum, -frcount- is now available from SSC.
frcount -- Estimating fractional response model under the presence of
count endogeneity and unobservable heterogeneity
frcount fits a fractional response model under the presence of count
endogeneity and unobservable heterogeneity. The dependent variable y1
is a fractional response variable where 0<=y1<=1. The endogenous
variable y2 is a count variable where it can be any numeric number.
The approach for this command is based on the chapter by Hoa Nguyen
(2010) in Advances in Econometrics, Volume 26, Maximum Simulated
Likelihood Methods and Applications, edited by Carter Hill and Greene
(forthcoming).
To install/update, type within Stata: -ssc install frcount, replace-
--
Minh Nguyen
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