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st: Re: Counts with known upper bound and endogeneity


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: Re: Counts with known upper bound and endogeneity
Date   Thu, 17 Jul 2003 22:24:03 -0500

----- Original Message ----- 
From: <[email protected]>
To: <[email protected]>
Sent: Thursday, July 17, 2003 10:29 AM
Subject: st: Counts with known upper bound and endogeneity


>
> Dear Statalist readers,
>
> I am analyzing a cross-section count data (N=834) conditional on a known
upper
> bound, and hence treating it as exogenous. For that I am estimating the
> regression model using the STATA glm command with family(binomial n) and
link
> (logit). The problem is that potential endogeneity might be expected
between
> the dependent variable and one covariate.
>
> Is there any method of testing for endogeneity in glm models?? How do I
solve
> the problem of endogeneity if it exists?
>
>
> Any help will be much appreciated.
> Natalia M C Barbosa

Check out the new glm estimators at (http://www.stata.com/merror/)  - these
can estimate instrumental variable glm.

Hope this helps,
Scott




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