Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: testing for exogeneity of all regressors


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
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
http://ideas.repec.org/e/pba1.html


*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index