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st: test of exogeneity in bivariate probit


From   "Ersado, Lire (IFPRI)" <L.ERSADO@CGIAR.ORG>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: test of exogeneity in bivariate probit
Date   Thu, 17 Oct 2002 13:47:56 -0700

Hi,

Smith and Blundell's (1986) test of exogeneity (probexog ado in STATA)
performs a endoegeity test for only univariate probit /tobit/. Does anyone
have a program or know how to extend it to bivariate probit case?

thanks.


-----Original Message-----
From: Nick Cox [mailto:n.j.cox@durham.ac.uk]
Sent: Thursday, October 17, 2002 3:20 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Solution to the Hansen test problem


David Greenberg just explained that the mysterious
error messages he got from -hansen- can be avoided by 
small edits to the file: as was asserted 
by several people on Statalist, they arise from the
creation of temporary files under Windows in directories
whose names contain spaces.  

P.S. I'll ask Kit Baum to post a -hansen2- with these 
minimal changes on SSC. 

Nick 
n.j.cox@durham.ac.uk 
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