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Estimating the fractional response model with endogenous count variable

Author

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  • Hoa Nguyen

    (Economics Department, Michigan State University)

  • Minh Nguyen

    (Economics Department, American University)

Abstract

In this presentation, we introduce the command frcount for estimating the fractional response model with an endogenous count variable. The endogeneity of the right-hand-side count variable is controlled for under the presence of unobserved heterogeneity. We briefly discuss the model, estimation method, and implementation of the frcount command in Stata. More importantly, we provide useful summary statistics of parameter estimates, adjusted standard errors, and average partial effects, which can be comparable among nonlinear models.

Suggested Citation

  • Hoa Nguyen & Minh Nguyen, 2009. "Estimating the fractional response model with endogenous count variable," DC09 Stata Conference 14, Stata Users Group.
    • Handle: RePEc:boc:dcon09:14
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