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st: How do I test endogeneity after xthtaylor?
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?
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