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st: is there any hausman test for choice models
I've seen some of the discussion about the method to implement the
estimation but I haven't found anything on the test of endogeneity
for choice models. Is there anything available on this problem?
The ivprobit routine provides a test that \rho (or its transformation
\athrho) is zero. If \rho in that context is not zero, then there is
an endogeneity issue, correct? I believe that a \rho significantly
different from zero implies that the standard (uninstrumented) probit
would be inappropriate.
Kit Baum, Boston College Economics
An Introduction to Modern Econometrics Using Stata:
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