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st: test for endogeneity


From   "Jing Zhou" <jing.zhou@rmit.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: test for endogeneity
Date   Fri, 23 Jul 2010 15:04:59 +1000

Dear All,

I am going to use command "xtivreg2 dep var1 (var2=var_iv), endog (endogenous var)" to test for the suspicious endogenous variables in my model. suppose I have more than one endogenous variables. to detect all of them, can i put one suspicious variable into endog (endogenous var) option, and at the same time put other suspicious variables as the exogenous variables? that is, for example, x1 x2 x3 are considered as suspicious endogenous variables.if i want to test the endogeneity of x1, can i write the command like:

xtivreg2 dep x2 x3 (x1=iv for x1), endog (x1)?

for x2: xtivreg2 dep x1 x3 (x2=iv for x2), endog (x2)? ......

Many thanks!

Jing




  


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