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st: wald test of exogeneity


From   Alberta Di Giuli <alberta.digiuli@uni-bocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: wald test of exogeneity
Date   Tue, 9 Jan 2007 18:51:06 +0100

To whom it may concern

If after having run a ivprobit the "wald test of exogeneity" shows a chi2
value <0.05 does it mean that the variables are exogenous (i.e. what is the
null hypothesis?).

Al


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