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st: Detect endogeneity in Probit


From   Filippo Pericoli <[email protected]>
To   [email protected]
Subject   st: Detect endogeneity in Probit
Date   Wed, 24 Sep 2008 08:31:15 +0000 (GMT)

Dear all,
I am estimating a Probit model and I would like to know how to test for endogeneity. Moreover, if I find that a regressor is endogenous, how can I correct the endogeneity bias in Stata (Stata 8)?

Best regards,
Filippo Pericoli

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