Hi,
I have two equations:
1) Y1=b1*Y1+b2*X1+b3*X2+b4*X3
2) Y2=a1*X1+a2*Z1+a3*Z2
Where Y1 is binary dependent variable, Y2 is binary endogenous variable,
X1-X3 are exogenous variables, Z1 & Z2 are excluded exogenous variables,
1) First, I use "ivreg2 X1 X2 X3 (Y1=Z1 Z2)" to do relevance test and
overidentification test, even though Y1 and Y2 are binary variables, am
I right?
2) Later could I use "ivendog" after "ivreg2" to do hausman test even
though that Y1 and Y2 are binary variables?
3) If I use "robust" option after "ivreg2", how should I do housman
test?
Thank you for your help.
Yan
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