Dear Statalisters,
-ivprobit- reports results from a "wald test of exogeneity"
I am unfamiliar with this test and am having a tough time finding
information regarding it. There is no reference of it in -help
ivprobit- and my Internet search is failing miserably.
Currently I am using Durbin-Wu-Hausman for exogeneity checking, but
cant but wonder about this mysterious test being reported by stata.
Can anyone guide me toward the answer?
Tinna
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