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st: Can I do endogeneity test in xttobit?
I am doing a censored xttobit model.
C = T1+ T2+ F1+ F2 + g + many others....
Four of the regressers T1 T2 F1 F2 are suspected to be endogenous, I also
want to include T1*g, T2*g, F1*g, T3*g in to the regression, If I can find
enough instruments, can I perform endogeneity test on these 8 varibles? or
Shall I test them one by one?
Thank you very much,
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