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Re: st: IV estimation in a negative binomial framework


From   Abhimanyu Arora <[email protected]>
To   [email protected]
Subject   Re: st: IV estimation in a negative binomial framework
Date   Wed, 10 Aug 2011 09:32:32 +0200

Hi Arka
In case your endogenous independent variable is binary, I think -ssm-
by Alfonso Miranda & Sophia Rabe-Hesketh could help.
Best regards
Abhimanyu


On Tue, Aug 9, 2011 at 11:03 PM, Arka Roy Chaudhuri <[email protected]> wrote:
> Hi,
>
>
> 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.
>
> Thanks,
> Arka
>
>
>
> --
> Arka Roy Chaudhuri
> PhD Student
> University of British Columbia
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