Hi,
Smith and Blundell's (1986) test of exogeneity (probexog ado in STATA)
performs a endoegeity test for only univariate probit /tobit/. Does anyone
have a program or know how to extend it to bivariate probit case?
thanks.
-----Original Message-----
From: Nick Cox [mailto:[email protected]]
Sent: Thursday, October 17, 2002 3:20 PM
To: [email protected]
Subject: st: RE: Solution to the Hansen test problem
David Greenberg just explained that the mysterious
error messages he got from -hansen- can be avoided by
small edits to the file: as was asserted
by several people on Statalist, they arise from the
creation of temporary files under Windows in directories
whose names contain spaces.
P.S. I'll ask Kit Baum to post a -hansen2- with these
minimal changes on SSC.
Nick
[email protected]
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