Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: endogeneity and count models.

From   liza jabbour <>
Subject   st: endogeneity and count models.
Date   Sat, 20 Aug 2005 13:59:59 +0200


I am estimating a count model and I have an endogeneity problem. However my
endogenous varaibles are not dummies but continuous variables. I want to
estimate the impact of trade variables on innovation. The trade variables I
have are limited to multinational firms while the innovation activity is no=
The endogeneity of those variables comes from the fact that more innovative
firms have a higher probability of becoming multinationals.

   I know that there is  a GMM model that treat endogeneity in count models =
but I
don't think that it is available with STATA. However STATA estiamtes a "FIM=
estimation of an endogenous switching model for count data" where the
endogenous variable needs to be a dummy.

If I include in the "FIML estimation of an endogenous switching model for c=
data" estimation a dummy for multinational firms and treat it as endogenous=
will this be sufficient to controle for the endogeneity of the trade variab=

Thank you for you time and attention.


*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index