[Limdep Nlogit List] Panel count data with binary endogenous regressor

[Corey Phelps]

Greetings,

I have panel count data with a binary endogenous regressor (which represents
a treatment) and would like to estimate a treatment effects model in which I
can instrument for the binary treatment variable in a reduced form first
stage model. I know that Limdep is capable of estimating a Poisson model
with selectivity, but I don't think this is available for panel data.
Moreover, my data is overdispersed and a (second stage) negative binomial
model would be more appropriate. I would appreciate feedback from the list
on relevant literature and possible approaches to estimate such a model in
Limdep. Thanks.

Corey


Corey Phelps, PhD
Asst. Professor, Management & Organization
University of Washington Business School
Box 353200
Seattle, WA 98195
(206) 543-6579