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st: Count data and endogeneity


From   Meherun Ahmed <mahmed@carleton.edu>
To   "." <statalist@hsphsun2.harvard.edu>
Subject   st: Count data and endogeneity
Date   Mon, 2 Mar 2009 23:47:00 -0600 (CST)

Hello. My dependent variable is count data. My explanatory variable is continuous. I have an unbalanced panel.
I was running xtnbreg with fe to correct for country specific time invariant omitted variables. Now I have reason to believe that even after fe, the independent variable may be endogenous due to simultaneously. Is it possible to instrument my endogenous continuous explanatory variable where the dependent variable is count? Is there any user written command I can use?
Thanks and regards,
Meherun





-- 
Meherun Ahmed
Assistant Professor
Department of Economics
Carleton College
One North College Street
Northfield, MN 55057
Tel:507-646-4395
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