[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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/

- Prev by Date:
**st: RE: How to keep track on observations used in the model** - Next by Date:
**Re: st: mi in Stata 11** - Previous by thread:
**st: How to keep track on observations used in the model** - Next by thread:
**st: Margeff with oprobit** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |