Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Wald test of exogeneity in ivtobit


From   Montserrat Viladrich Grau <[email protected]>
To   [email protected]
Subject   st: Wald test of exogeneity in ivtobit
Date   Wed, 24 Nov 2010 17:31:05 +0100

Hello, I am running some maximum likelihood tobits with two endogenous regressor (ivtobit). Stata reports the result of a Wald test of exogeneity at the bottom and I want to make sure that am giving the right interpretation: a rejection of the null hypothesis of exogeneity would mean that nstrumenting the endogenous variable was the APPROPIATE DECISION. Or does it mean that even after instrumenting the endogeneity problem persists in my model? Any help would be appreciated

--

Montserrat Viladrich Grau

Catedràtica d’Universitat

Dept. Administració d’Empreses - ETSEA

Av. Rovira Roure 191

Lleida, 25198, Spain

www.grema.udl.cat



__________ Información de ESET NOD32 Antivirus, versión de la base de firmas de virus 5645 (20101124) __________

ESET NOD32 Antivirus ha comprobado este mensaje.

http://www.eset.com


*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index