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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