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st: Endogenous covariate in count panel data

From   "Corey Phelps" <>
To   <>
Subject   st: Endogenous covariate in count panel data
Date   Sat, 26 May 2007 11:08:39 -0700

I have panel count data in which two right-hand-side variables (of which
there are many) are potentially endogenous. One covariate is continuous and
roughly normally distributed while the other is a dichotomous indicator
variable. I am looking for suggestions on how to estimate such a model in
Stata. While XTIVREG(2) would be appropriate if I had a second stage
continuously-distributed DV (and of course valid first stage instruments),
my second stage DV is a count and is overdispersed. Thus, a negative
binomial specification is more appropriate for the second stage. I have yet
to find a two-stage approach to estimate this model. I would appreciate
feedback from the list on relevant literature and possible approaches to
estimate such a model in Stata. Thanks in advance.

Corey Phelps, PhD
Asst. Professor, Management & Organization
University of Washington Business School
Box 353200
Seattle, WA 98195
(206) 543-6579

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