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st: testing for exogeneity of all regressors
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
Re 2), I don't know what Hausman's M statistic might be.
Kit Baum, Boston College Economics
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