Dear Nicola,
Thank you very much for your suggestions
Filippo Pericoli
--- Dom 28/9/08, [email protected] <[email protected]> ha scritto:
> Da: [email protected] <[email protected]>
> Oggetto: Re: st: Detect endogeneity in Probit
> A: [email protected]
> Cc: [email protected]
> Data: Domenica 28 settembre 2008, 11:37
> In addition to Mark's suggestion: -probexog- (from SSC)
> computes a test of exogeneity for a probit model proposed by
> Smith and Blundell (1986). The test involves specifying that
> the exogeneity of one or more explanatory variables is under
> suspicion.
>
> Nicola
> P.S. I'll NOT receive/read any email but the Digest.
>
> At 02.33 25/09/2008 -0400, Filippo Pericoli wrote:
> >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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