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st: testing for presence AND degree of endogeneity


From   Daniel Rodriguez <danrod@email.unc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: testing for presence AND degree of endogeneity
Date   Fri, 21 Jun 2002 13:23:19 -0400

I am estimating a model of choice 1 (j alternatives) and choice 2 (k
alternatives) for i individuals, as follows.

(1) choice 1_i = f(X_i, Z_i, attributes of choice 1_j)

(2) choice 2_i= f(X_i, W_i, attributes of choice 2_k, choice 1_i)

The dependent vars in (1) and (2) are categorical. I have a strong
indication that choice 1 is endogenous. Of course, I would like to
test for endogeneity, but more importantly, I want to determine the
DEGREE of endogeneity. Is there a way to determine the presence and
degree of endogeneity?

Thanks in anticipation,

Daniel



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