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Re: st: Estimating Endogenous Negative Binomial Models


From   [email protected]
To   [email protected]
Subject   Re: st: Estimating Endogenous Negative Binomial Models
Date   Mon, 28 Jan 2008 18:17:00 +0100

may -qvf- from SJ3-4 help?
Nicola

At 02.33 21/01/2008 -0500, "ippab ippab" wrote:
>Dear All,
>
>I have a dataset with counts as dependent variable that suffers from
>severe over-dispersion problem.  As a result, I need to use the
>Negative Binomial model.  Since I have an endogenous variable, I need
>to estimate the coefficients using an instrument.
>
>Is there any program that helps to estimate negative binomial model
>using an instrument?
>
>I have found that IVPOIS addresses this issue of estimating
>coefficients using instruments for Poisson model.  Can someone help me
>to modify the original code for IVPOIS for negative binomial models?
>I would really appreciate if you can point me to a program that
>addresses this issue.
>
>Thanks in advance!
>
>
>Regards,
>
>ippab 

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