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

DOI10.1515/JEM-2014-0019zbMATH Open1420.62484OpenAlexW3122901408MaRDI QIDQ2312950FDOQ2312950

Authors: Andrea Geraci, Daniele Fabbri, Chiara Monfardini 

Publication date: 18 July 2019

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11585/627291

Recommendations

• Simple tests for exogeneity of a binary explanatory variable in count data regression models
• A simple test for exogeneity in probit, logit, and Poisson regression models
• Counts with an endogenous binary regressor: A series expansion approach
• Regression spline bivariate probit models: a practical approach to testing for exogeneity
• Estimating count data models with endogenous switching: sample selection and endogenous treatment effects

zbMATH Keywords

count datahealthcare utilizationexogeneity testmultinomial endogenous treatment

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to economics (62P20)

Cites Work

• Econometric analysis of cross section and panel data.
• Specification Tests in Econometrics
• Generalised residuals
• Testing for exogeneity in threshold models
• Testing for causal effects in a generalized regression model with endogenous regressors
• Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
• Specification and simulated likelihood estimation of a non‐normal treatment‐outcome model with selection: Application to health care utilization
• Testing exogeneity of multinomial regressors in count data models: does two-stage residual inclusion work?
• Simple tests for exogeneity of a binary explanatory variable in count data regression models

Cited In (2)

• Simple tests for exogeneity of a binary explanatory variable in count data regression models
• Testing exogeneity of multinomial regressors in count data models: does two-stage residual inclusion work?

Uses Software

• Stata
• predict

This page was built for publication: Testing exogeneity of multinomial regressors in count data models: does two-stage residual inclusion work?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2312950)