st: how to test with two suspect endogenous variables?

[gjhxmu@sina.com]

Dear Stephen,

Thank you for your quick reply!

I can test the two endogenous variables at one time with the command -ivreg2- in stata, and get the statistic of underidentification test. However, if the p value of Durbin-Wu-Hausman is less than 0.1(significant), what can 

I conclude? Is it showed at least one variable is endogenous? What can I do next?

Thank you very much!

best regards,

Rose.

 

*
*   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/