Simple Tests for Exogeneity of a Binary Explanatory Variable in Count Data Regression Models

DOI10.1080/03610910903147789zbMath1206.62020OpenAlexW2022865075MaRDI QIDQ3652729

Kevin E. Staub

Publication date: 16 December 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903147789

zbMATH Keywords

endogeneitytestingPoissondummy variable

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (1)

Testing exogeneity of multinomial regressors in count data models: does two-stage residual inclusion work?

Uses Software

• Stata
• IVPOIS
• espoisson

Cites Work

• Unnamed Item
• Inconsistency of a proposed nonlinear instrumental variables estimator for probit and logit models with endogenous regressors
• A count data model with unobserved heterogeneity
• Estimating count data models with endogenous switching: sample selection and endogenous treatment effects
• A simple test for exogeneity in probit, logit, and Poisson regression models
• THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST
• The effect of measurement error
• Specification Tests in Econometrics
• A BAYESIAN ANALYSIS OF ENDOGENOUS SWITCHING MODELS FOR COUNT DATA
• Counts with an endogenous binary regressor: A series expansion approach

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