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st: how to test with two suspect endogenous variables?


From   gjhxmu@sina.com
To   statalist<statalist@hsphsun2.harvard.edu>
Subject   st: how to test with two suspect endogenous variables?
Date   Sun, 24 May 2009 17:49:54 +0800

Dear Stephen,

Thank you for your quick reply!

I can test the two endogenous variables at one time with the command -ivreg2- in stata, and get the statistic of underidentification test. However, if the p value of Durbin-Wu-Hausman is less than 0.1(significant), what can 

I conclude? Is it showed at least one variable is endogenous? What can I do next?

Thank you very much!

best regards,

Rose.

 

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