topic poisson regression with endogeneity and instrumental variables in SAS Forecasting and Econometrics

poisson regression with endogeneity and instrumental variables

ilikesas — Thu, 10 Nov 2016 04:07:14 GMT

Hi,

Is it possible to do in SAS a Poisson regression with endogeneity and instrumental variables? Also, how is it possible to test which variable is endogenous?

Thank you

Re: poisson regression with endogeneity and instrumental variables

ilikesas — Sat, 12 Nov 2016 01:27:45 GMT

I found codes where procs genmod, countreg deal with Poisson regressions, but couldn't find info about endogeneity and instrumental variables.

I found some infor about endogeneity and instrumental variables in proc syslin, but not sure how to apply it to Poisson...

Thanks