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

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 4 Aug 2009 10:33:36 -0400 |

<> Rose said Tests of endogeneity of: x1 x2 H0: Regressors are exogenous

Tests of endogeneity of: x1 H0: Regressor is exogenous

Tests of endogeneity of: x2 H0: Regressor is exogenous

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

reg y x1 x2 x3

test x2 x3 will strongly reject. Likewise here. Kit 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 * * 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/

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