st: Question regarding test for endogeneity in the context of a count variable with a binary regressor.

["Lavie, Dovev" <lavie@wharton.upenn.edu>]

Does anyone know how to test for endogeneity in the case where the dependent variable (y) is a count variable and the endogenous regressor is a binary variable (z)? (see below). As far as I know, the Durbin-Wu-Hausman test works only with OLS. Any suggestions on how to determine whether variable z can be assumed exogenous are most welcome.

 

z = a0 + a1*x1 + a2*x2 + epsilon1 (probit model)

 

y = b0 + b1*z + b2*x3 + epsilon2 (negative binomial model)

 

Thanks,

Dovev