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st: ivprob and exogeneity test for multiple endogenous variables


From   Daniel Tamene <yinur@ymail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivprob and exogeneity test for multiple endogenous variables
Date   Mon, 9 Aug 2010 18:17:54 +0000 (GMT)

Hi,

I need to run an ivprobit regression model with more than one potentially endogenous variables.

Given that the mle does not converge (for the presence of multiple endogenous variables), I am using the twostep option instead.

How could I test for the exogeneity of the instrumented variables, and thus decide whether I actually need to use the ivprobit?

Thank you in advance.

Best,

Paula



      


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