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From |
"Sun, Yan (IFPRI)" <Y.SUN@CGIAR.ORG> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Hausman test for binary dependent variable and binary endogenous variable |

Date |
Sun, 9 Aug 2009 16:06:31 -0400 |

Hi, I have two equations: 1) Y1=b1*Y1+b2*X1+b3*X2+b4*X3 2) Y2=a1*X1+a2*Z1+a3*Z2 Where Y1 is binary dependent variable, Y2 is binary endogenous variable, X1-X3 are exogenous variables, Z1 & Z2 are excluded exogenous variables, 1) First, I use "ivreg2 X1 X2 X3 (Y1=Z1 Z2)" to do relevance test and overidentification test, even though Y1 and Y2 are binary variables, am I right? 2) Later could I use "ivendog" after "ivreg2" to do hausman test even though that Y1 and Y2 are binary variables? 3) If I use "robust" option after "ivreg2", how should I do housman test? Thank you for your help. Yan * * 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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