Instrumental-Variable Estimation of Count Data Models: Applications to Models of Cigarette Smoking Behavior
计数数据模型的工具变量估计：吸烟行为模型的应用
As with most analyses involving microdata, applications of count data models must somehow account for unobserved heterogeneity. The count model literature has generally assumed that unobservables and observed covariates are statistically independent. Yet for many applications this independence assumption is clearly tenuous. When the unobservables are omitted variables correlated with included regressors, standard estimation methods will generally be inconsistent. Though…