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st: endogeneity and count models.


From   liza jabbour <Liza.Jabbour@univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: endogeneity and count models.
Date   Sat, 20 Aug 2005 13:59:59 +0200

Hi,

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=
t.
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=
L
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=
ount
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=
les.

Thank you for you time and attention.

Liza

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