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From |
Joseph Monte <hmjc66@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Re: IVPOIS: Endogeneity Test |

Date |
Tue, 3 Jul 2012 08:28:42 +0100 |

Hi Statalisters, Austin,is it possible for you to build the exogeneity test into -ivpois- as you promised to do below? Is there a negative binomial equivalent of -ivpois- since I believe -ivpois- pertains to a poisson regression while I am interested in running a negative binomial regression in the instrumental variable framework? Hence, I am referring to something on the lines of -ivnbreg- (which does not exist at the moment). I have a case of over-dispersion (mean of count variable = 79, variance of same count variable = 2003), hence I believe that -ivpois- is not appropriate. Thanks, Joe On Mon, Jan 14, 2008 at 3:24 PM, Austin Nichols <austinnichols@gmail.com> wrote: > There is no such test built into -ivpois- (on SSC) though it would be > trivial to add; I'll put it on my list. An easy way to test by hand > is to predict a residual in the first stage and test its significance > in the second stage (see e.g. Wooldridge > http://stata.com/bookstore/cspd.html pp.664-665). > > use http://fmwww.bc.edu/ec-p/data/wooldridge/card, clear > loc x "exper* smsa* south mar black reg662-reg669" > * ivpois wage `x', endog(educ) exog(nearc4) > * test of exogeneity; under the null, test is correct > reg educ `x' nearc4 > predict vhat, resid > poisson wage `x' educ vhat > test vhat > > BTW, I don't think you posted this successfully to Statalist, though > the email is copied to statalist@hsphsun2.harvard.edu; are you > subscribed? Relying on any one specific Statalister to answer a > question is a risky strategy at best.... > > On Jan 12, 2008 11:30 AM, ippab <ippab.research@gmail.com> wrote: >> Hi Austin, >> >> Is there anyway to test for endogeneity in IVPOIS? How do we know whether >> we should use the estimates from the original model (Poisson model) or from >> IVPOIS? I guess I am thinking of something like Hausman test or Wald test >> of exogeneity. >> > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Re: IVPOIS: Endogeneity Test***From:*Austin Nichols <austinnichols@gmail.com>

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