st: How do I test endogeneity after xthtaylor?

[wdi@fas.harvard.edu]

I am wondering how to use Stata to test endogeneity of multiple variables (or 
simultaneous equations with error components).  Is Durbin�Wu�Hausman test on 
each variable the only way to do it? Is it valid to do a test right after 
running xthtaylor with respect to a fixed effect model? The degree of freedom 
shall be adjusted to (k1-g2), how can I apply this to the test statistics? 

Thanks.

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