< >
Mohamed said
I want to test whether a particular variable, bmi, is exegenous, so i
run
ivreg2 Y bmi (=VARiv), orthog(bmi) is that correct?
It might be easier to understand if you would use the endog() option
of -ivreg2-, as described in Baum-Schaffer-Stillman, Stata Journal 7:4
(preprint available from my home page below). Then you could say
ivreg2 Y (bmi = varIV), endog(bmi)
and the output will produce an endogeneity test which will have the
same null hypothesis as a (Durbin-Wu-)Hausman test of OLS vs IV.
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
