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st: how to explain the results of ivendog after -ivreg2-?


From   gjhxmu@sina.com
To   statalist<statalist@hsphsun2.harvard.edu>
Subject   st: how to explain the results of ivendog after -ivreg2-?
Date   Tue, 04 Aug 2009 22:17:53 +0800

My -ivreg2- and -ivendog- commands are as follows,

  ivreg2 y z1--z8 (x1 x2= z9--z12)

  ivendog

  ivendog x1

  ivendog x2

and the results of ivendog are as follows,

Tests of endogeneity of: x1 x2
H0: Regressors are exogenous
    Wu-Hausman F test:                  5.32266  F(2,1224)   P-value = 0.00499
    Durbin-Wu-Hausman chi-sq test:     10.70872  Chi-sq(2)   P-value = 0.00473

Tests of endogeneity of: x1

H0: Regressor is exogenous
    Wu-Hausman F test:                  1.86877  F(1,1225)   P-value = 0.17187
    Durbin-Wu-Hausman chi-sq test:      1.89181  Chi-sq(1)   P-value = 0.16900

Tests of endogeneity of: x2
H0: Regressor is exogenous
    Wu-Hausman F test:                  0.59057  F(1,1225)   P-value = 0.44235
    Durbin-Wu-Hausman chi-sq test:      0.59848  Chi-sq(1)   P-value = 0.43916


Could anyone help me explain the -ivendog- results? Thank you very much!

Best regards,

Rose.
 

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