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st: IV and matching estimator
From
Ayman Farahat <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: IV and matching estimator
Date
Tue, 8 Jan 2013 19:23:56 -0800 (PST)
am interested in evaluating the marginal effect of seeing an advertising impression on conversion (binary).
However, because of activity bias , the number of impression seen is correlated with the unobserved error and are therefore exogenous.
I was thinking about using an IV to get around this problem. The instruments that I have are number of impressions of similar users on that day.
That seems very much like a matching estimator.
Is this possible? Is there a way of doing this in Stata?
Best
Ayman
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