Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Endogeneity test for probit models


From   SERGIO MOISES AFCHA CHAVEZ <s.afcha@ub.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Endogeneity test for probit models
Date   Fri, 08 May 2009 17:08:20 +0200

Hi Statalisters,

I have several doubts about Hausman and Smith-Blundell test for exogeneity 
(probexog).  I?m estimating  a Probit model  and I  suspect that one of the
explanatory variables is not exogenous. Then, don?t know  how can I do test for
endogeneity:
1.	Is Hausman Test an appropriate test for endogeneity in probit regressions,
how can I perform It to compare two probit specifications? I?ve seen some
examples of Hausman test but  always comparing  probit  vs  others estimation
methods (i.e. IVprobit)

2.	I try to run Smith-Blundell test, but reading some  threads
(http://www.stata.com/statalist/archive/2006-04/msg00574.html) and  stata
commands probexog , I can see that some  instruments are  required for it,  and
I don?t have any variable for this purpose.

3.	I need at least to conclude that suspect variable is endogenous, and there is
not data at hand to estimate IVprobit,  but can I do this if I can´t perform
Smith-Blundell test? 

Thanks for your help.
Sergio



-------------------------------------------------
This mail sent through IMP: http://horde.org/imp/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index