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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 3 Jul 2012 09:01:24 -0400 |

Joseph Monte <hmjc66@gmail.com>: I am no longer developing -ivpois- since the generalized -gmm- command I suggested in slide 31 of http://www.stata.com/meeting/snasug08/nichols_gmm.pdf (July 24, 2008) became part of official Stata not long after (Stata 11, in 2009). On Tue, Jul 3, 2012 at 3:28 AM, Joseph Monte <hmjc66@gmail.com> wrote: > 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/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Re: IVPOIS: Endogeneity Test***From:*Joseph Monte <hmjc66@gmail.com>

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