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SETPOISSON: Stata module to estimate a Selection Endogenous Treatment Poisson model by MSL

Author

Listed:
  • Alfonso Miranda

    (Institute of Education, University of London)

Programming Language

Stata

Abstract

setpoisson fits a Selection Endogenous Treatment Poisson model by Maximum Simulated Likelihood. The main count variable Y is affected by an endogenous dichotomous treatment T. In addition, Y is only observed if a dichotomous selection condition S holds. The model is a simultaneous three-equation system that is estimated by Simulated Maximum Likelihood. Halton sequences, Hammersley sets or pseudouniform random numbers can be used to simulate the likelihood.

Suggested Citation

  • Alfonso Miranda, 2012. "SETPOISSON: Stata module to estimate a Selection Endogenous Treatment Poisson model by MSL," Statistical Software Components S457394, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457394
    Note: This module should be installed from within Stata by typing "ssc install setpoisson". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/setpoisson.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/setpoisson_ll.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/setpoisson_me.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/setpoisson.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/s/setpoisson_simul.do
    File Function: sample program
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    File URL: http://fmwww.bc.edu/repec/bocode/s/setpoisson_sdata.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lsetpoisson.mlib
    File Function: Mata library
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/setpoisson_slides.pdf
    File Function: documentation
    Download Restriction: no
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