[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Is there a way of testing for endogeneity in probit models (to rule out simultaneous equations)?
I would like to test whether the probit model:
Y = a0 + a1X1 + a2X2 + a3X3 + e1
has an endogeneity problem, and should instead be
treated as a system of equations, where
X3 = b0 + b1X1 + b2X2 + e2
As far as I have understood, both the Hausman IV test
and the Davidson/MacKinnon augmented regression test
only apply for OLS???
Is there any method of testing for endogeneity in
I'd be greatful for any tips...
many thanks, Annette
Do You Yahoo!?
Yahoo! Finance - Get real-time stock quotes
* For searches and help try: