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st: is there any hausman test for choice models


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: is there any hausman test for choice models
Date   Fri, 20 Oct 2006 08:43:52 -0400

Alvaro said

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

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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