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st: Test for endogeneity


From   [email protected]
To   [email protected]
Subject   st: Test for endogeneity
Date   Tue, 14 Dec 2004 10:04:45 +0800

Dear Statalisters,

To account for endogeneity, I have run a bivariate probit model and a simple
probit model respectively. How should I interpret the presence of endogeneity
if the correlation coefficient (rho) in the bivariate probit model is
significant (i.e., endogeneity present) but the Hausman test which compares the
bivariate probit model and simple probit model is not significant? (i.e.,
endogeneity absent) (vice versa).

Thank you very much for kindly helping!

Sincerely,
Isaac Yip

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