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st: Testing endogenetiy in panel model


From   Boris Peko <[email protected]>
To   [email protected]
Subject   st: Testing endogenetiy in panel model
Date   Mon, 4 Mar 2013 14:36:48 +0100

Hi, I am interested about testing endogeneity (reverse casuality)
without any instrument variables.
My situation is that I have one dependent variable and five
independent variables. I made them as a panel (fixed effects) and done
regression –xtreg-
Now can you tell me what test should I use to control endogenity or
possibility that dependent varialbes affects one of five independent
variables.
Four independent variables are numeric and one is dummy variable.
Thanks a lot for any help!

Boris

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