Trevor,
> Hi All,
> I want to test endogeneity for a binary variable in a
> simple OLS regression. I do not know whether I can use
> Hausman-Wu test. Can any one suggest me what to do.
> Thanks,
> Trevor
You can do a Durbin-Wu-Hausman test if the potentially endogenous
regressor is binary. -ivendog-, available from ssc-archives, will do it
for you, and also has some references about it.
Hope this helps.
--Mark
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Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: [email protected]
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