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st: How do I test endogeneity after xthtaylor?


From   wdi@fas.harvard.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: How do I test endogeneity after xthtaylor?
Date   Tue, 17 Jun 2003 16:07:10 -0400

I am wondering how to use Stata to test endogeneity of multiple variables (or 
simultaneous equations with error components).  Is Durbin–Wu–Hausman test on 
each variable the only way to do it? Is it valid to do a test right after 
running xthtaylor with respect to a fixed effect model? The degree of freedom 
shall be adjusted to (k1-g2), how can I apply this to the test statistics? 

Thanks.

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