Many thanks Lisa for your help!!
Annette
--- Lisa Powell <[email protected]> wrote:
> Annette,
>
> If Y is binary and X3 is linear, you can use the
> Blundell-Smith exogeneity
> test as given in the probexog.ado file (this test
> can be specified after
> the ivprob and divprob ado files).
>
> L.
>
> > I would like to test whether the probit model:
> >
> > Y = a0 + a1X1 + a2X2 + a3X3 + e1
> >
> > has an endogeneity problem, and should instead be
> > treated as a system of equations, where
> >
> > X3 = b0 + b1X1 + b2X2 + e2
> >
> > As far as I have understood, both the Hausman IV
> test
> > and the Davidson/MacKinnon augmented regression
> test
> > only apply for OLS???
> >
> > Is there any method of testing for endogeneity in
> > probit models???
> >
> > I'd be greatful for any tips...
> > many thanks, Annette
> >
> > __________________________________________________
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> > * For searches and help try:
> > *
> http://www.stata.com/support/faqs/res/findit.html
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> >
>
> Lisa M. Powell <[email protected]>
> School of Policy Studies, Tel 613-545-6692
> Queen's University, Fax 613-545-2135
> Kingston, Ontario,
> K7L 3N6, Canada
>
> *
> * For searches and help try:
> *
> http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
__________________________________________________
Do You Yahoo!?
Yahoo! Finance - Get real-time stock quotes
http://finance.yahoo.com
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
