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st: testing for exogeneity of all regressors

From   Kit Baum <>
Subject   st: testing for exogeneity of all regressors
Date   Sun, 23 Jul 2006 15:34:21 -0400

Elizabeth wrote

1. How does one test for complete exogeneity of regressors (i.e., that all the regressors are exogeneous) in Stata?
2. How do you compute the Hausman M statistic in Stata?

Re 1), ssc desc ivreg2. I suggest you also read the Stata Journal article by Baum, Schaffer, Stillman, available in preprint form from URL below.

Re 2), I don't know what Hausman's M statistic might be.

Kit Baum, Boston College Economics

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