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st: probit, hazard and endogeneity


From   Karl DeRouen <karl.derouen@canterbury.ac.nz>
To   statalist@hsphsun2.harvard.edu
Subject   st: probit, hazard and endogeneity
Date   Wed, 27 Aug 2003 23:22:33 +1200

I am testing the following probit model:

violence by state actor in a crisis (1,0) = duration of the actor's involvement in the crisis + democracy score + contiguity, + etc....

the observations are state actors in crises from 1918 to 1994. 

the probit results indicate that duration has a strong positive impact on violence by the actor; i.e. the longer an actor is in a crisis, the greater the chances it will use violence.

the problem is that I suspect duration is endogenous. when I do a hazard model of duration, violence has a strong positive impact on duration. 

so long crises lead to violence and violence leads to long crises.

how can I sort this out and make sense of these relationships? I want to do tests like Hausman and Smith-Blundell but will they work with duration data? 


thanks in advance

karl.derouen@canterbury.ac.nz

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