st: testing for exogeneity of all regressors

[Kit Baum <baum@bc.edu>]

Elizabeth wrote

1. How does one test  for complete exogeneity of regressors (i.e.,  
that all the regressors are exogeneous) in Stata?
2. How do you compute the Hausman M statistic in Stata?

Re 1), ssc desc ivreg2. I suggest you also read the Stata Journal  
article by Baum, Schaffer, Stillman, available in preprint form from  
URL below.

Re 2), I don't know what Hausman's M statistic might be.


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


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