Dear statalists,
I encountered a problem as follows:
y=a0+a1*x1+a2*x2+a3*x3+e
x1 and x2 are maybe endogenous.
I typed "ivreg2 y (x1 x2=z1 z2 z3) x3",
then typed "ivendog",
and I got p values from Wu-Hausman F test and Durbin-Wu-Hausman chi-sq test
both smaller than 0.1.
What can I do next? how to check which one or both are endogenous?
Thanks a lot .
Sincerely,
from Rose.
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