Look at in Wooldridge (Econometric analysis of
cross-sectional and panel data) page 477. You can use
(page 478) Rivers-Vuong method to test endogeneity of
binary variable in a probit model.
Good Luck!!
--- Ehsan Latif <[email protected]> a �crit :
> I want to test endogeneity of a binary variable in a
> probit model. I do not know whether Hausman-Wu test
> would be applicable in this context. Can any one
> suggest me an appropriate test?
> Thanks,
> Ehsan
>
>
>
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