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RE: st: Test of endogeneity


From   PNIR PUISSANCE <pnirpuissance@yahoo.fr>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Test of endogeneity
Date   Thu, 6 Oct 2005 18:39:21 +0200 (CEST)

Look at in Wooldridge (Econometric analysis of
cross-sectional and panel data) page 477. You can use
(page 478) Rivers-Vuong method to test endogeneity of
binary variable in a probit model.
Good Luck!!

--- Ehsan Latif <elatif2002ca@yahoo.com> a écrit :

> I want to test endogeneity of a binary variable in a
> probit model. I do not know whether Hausman-Wu test
> would be applicable in this context. Can any one
> suggest me an appropriate test?
> Thanks,
> Ehsan
> 
> 
> 
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