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st: IVPOIS: Modifying for Negative Binomial.


From   "ippab ippab" <[email protected]>
To   [email protected]
Subject   st: IVPOIS: Modifying for Negative Binomial.
Date   Sun, 20 Jan 2008 14:59:15 -0500

Dear All,

I have a dataset 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.

My understanding is that IVPOIS addresses this issue of estimating
coefficients using instruments for Poisson model.  Can someone kindly
help me to modify the original code for IVPOIS for negative binomial
models?  I would really appreciate if you can point to a program that
addresses this issue.

Thanks in advance!


Regards,

ippab
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