if you have ivreg2 you can update your stata 8 to 8.2 just online and you can test for endogeneity by a routine ivendog followed by the variable you suspect is endogenours eg
ivendog experience.
owuor george
----- Original Message ----
From: "[email protected]" <[email protected]>
To: [email protected]
Sent: Tuesday, February 20, 2007 6:53:15 PM
Subject: st: test of endogenety
Hi statalist, I have a model of 2SLS and I want test that the
experience is endogenous
reg wage exp exp2 (educ child age)
how I make a test for see the endogenety of experience.?
I predict the error and after put it in a regression and calculate the
test or existe other way?
thank a lot.
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