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st: IV estimation in a negative binomial framework

From   Arka Roy Chaudhuri <>
Subject   st: IV estimation in a negative binomial framework
Date   Tue, 9 Aug 2011 14:03:49 -0700


I am analyzing a model where my dependent variable is a count
variable, specifically the number of riot cases in a district. Since
the variance of the dependent variable is quite high compared to the
mean I plan to use the negative binomial distribution. However my
independent variable is endogenous and I would like to use a
instrument variable analysis. Unfortunately I have been unsuccessful
in finding any program which implements IV in a negative binomial
context. Could somebody please advice me how to implement IV
estimation in a negative binomial framework? I would really appreciate
any help in this regard.


Arka Roy Chaudhuri
PhD Student
University of British Columbia
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