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R: st: RE: RE: Detect endogeneity in Probit


From   Filippo Pericoli <f_pericoli@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   R: st: RE: RE: Detect endogeneity in Probit
Date   Thu, 25 Sep 2008 07:36:21 +0000 (GMT)

Dear Mark Schaffer,
Thank you very much

Filippo Pericoli


--- Mer 24/9/08, Schaffer, Mark E <M.E.Schaffer@hw.ac.uk> ha scritto:

> Da: Schaffer, Mark E <M.E.Schaffer@hw.ac.uk>
> Oggetto: st: RE: RE: Detect endogeneity in Probit
> A: statalist@hsphsun2.harvard.edu
> Data: Mercoledý 24 settembre 2008, 16:45
> On the first part:
> 
> -ivprobit- automatically reports a test of exogeneity (same
> thing as a
> test of endogeneity).  Martin's answer also applies to
> the first part -
> you need an instrument in order to run -ivprobit-.
> 
> If you want to test the validity (exogeneity) of your
> instruments, and
> the equation is overidentified (#IVs > #endog
> regressors), use -overid-,
> available from ssc-idea in the usual way.
> 
> --Mark
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu 
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On
> Behalf Of 
> > Martin Weiss
> > Sent: Wednesday, September 24, 2008 9:36 AM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: RE: Detect endogeneity in Probit
> > 
> > On the second part: find an instrument and plug it
> into -ivprobit-
> > 
> > 
> > HTH
> > Martin
> > 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu 
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On
> Behalf Of 
> > Filippo Pericoli
> > Sent: Wednesday, September 24, 2008 10:31 AM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: Detect endogeneity in Probit
> > 
> > Dear all,
> > I am estimating a Probit model and I would like to
> know how 
> > to test for endogeneity. Moreover, if I find that a
> regressor 
> > is endogenous, how can I correct the endogeneity bias
> in 
> > Stata (Stata 8)?
> > 
> > Best regards,
> > Filippo Pericoli
> > 
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