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st: two endogenous variables


From   gjhxmu@sina.com
To   statalist<statalist@hsphsun2.harvard.edu>
Subject   st: two endogenous variables
Date   Fri, 12 Jun 2009 18:21:18 +0800

Dear statalists,

I encountered a problem as follows:

y=a0+a1*x1+a2*x2+a3*x3+e

x1 and x2 are maybe endogenous.

I typed "ivreg2 y (x1 x2=z1 z2 z3) x3",
then typed "ivendog",
and I got p values from Wu-Hausman F test and  Durbin-Wu-Hausman chi-sq test 
both smaller than 0.1.
What can I do next? how to check which one or both are endogenous?

Thanks a lot .
Sincerely,
from Rose.

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