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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: STATA command for Testing for endogeneity when the sample size is small. Is there a small sample correction? |

Date |
Sat, 28 Mar 2009 10:42:03 -0400 |

<>

en | mean ---------+---------- 50 | .398134 100 | .3549545 150 | .3360662 200 | .3105404 250 | .2703655 300 | .2614716 350 | .2356522 400 | .1967296 450 | .1733359 500 | .1310702 550 | .1082535 600 | .0737662 650 | .0503589 700 | .0329359 750 | .0164609 ---------+----------

Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html On Mar 28, 2009, at 02:33 , Stephen wrote:

I am trying to test for endogeneity but I think I the command that I am using to test for endogeneity in STATA is not very powerful when the sample size is small. I have a panel of 31 countries and 6 four-year periods. I am usinging: ivreg2 y x1 x2 (x3 = z1...zn), endog(x3) where y is the dependent variable, the xi are the independent variables so that x3 is endogenous, x1 and x2 are exogenous and the zi are instruments. Does anyone know of a test of endogeneity in STATA witha small sample correction? In order words is there a command in STATA that can test for endogeneity when the sample size is small?

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**Follow-Ups**:**Re: st: STATA command for Testing for endogeneity when the sample size is small. Is there a small sample correction?***From:*Stephen Armah <armah.stephen@gmail.com>

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