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st: Endogeneity Tests for Count Data
Hello. I'm conducting a statistical test where dependent variable is count
data about the number of firms in a specific industry across countries as
# of firms in country i = f (X, government policy variables)
Some countries do not have any firms in the industry. The highest number of
firms in a country is 59.
I have a potential endogeneity problem since there are some possibilities
that the policy variables are endogenously determined. However, I could not
find how to test for the possible endogeneity in the context of count data.
Is it possible to treat the count dependent variable as continuous data and
conduct usual Wu-Hausman tests for endogeneity using the IVREG2 procedure
with endog option? Or do I need other than the IVREG2 procedure?
Thank you so much!!!
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