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

DOI10.1080/03610910903147789zbMath1206.62020MaRDI 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

endogeneity; testing; Poisson; dummy variable

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

62F10: Point estimation

65C05: Monte Carlo methods

Related Items

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
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• 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