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Dear Statalist readers, I am estimating the following two-equation model using a two-stage procedure suggested by Maddala (1983): Y1 = a1X1 + B1Y2 + e1 Y2*= a2X2 + e2 where Y2=1 if Y2*>0 Y2=0 otherwise Y1 is censored at zero and Y2 is binary (the realised value of the latent variable Y2*). Since Y2 is assumed to be endogenous, I would like to test the endogeneity of Y2. I checked the Durbin-Wu-Hausman test but it is not appropriate when one of the dependent variable is binary. Thus, does anyone know if there is an alternative way to test for endogeniety in such a models. Any help will be much appreciated. Ricardo Henríquez Chile * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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