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st: ivprob and exogeneity test for multiple endogenous variables
From
Daniel Tamene <[email protected]>
To
[email protected]
Subject
st: ivprob and exogeneity test for multiple endogenous variables
Date
Mon, 9 Aug 2010 18:17:54 +0000 (GMT)
Hi,
I need to run an ivprobit regression model with more than one potentially endogenous variables.
Given that the mle does not converge (for the presence of multiple endogenous variables), I am using the twostep option instead.
How could I test for the exogeneity of the instrumented variables, and thus decide whether I actually need to use the ivprobit?
Thank you in advance.
Best,
Paula
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