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Fw: st: ivprob and exogeneity test for multiple endogenous variables


From   Daniel Tamene <yinur@ymail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Fw: st: ivprob and exogeneity test for multiple endogenous variables
Date   Tue, 10 Aug 2010 10:14:35 +0000 (GMT)

Dear All,

Sorry for reposting. I am struggling to find an exogeneity test for multiple (potentially) endogenous variables instrumented in a twostep ivprobit (please, refer to my previous email). 

Does anyone have any idea on how to proceed?

Many thanks in advance!

Best,

Paula





--- On Mon, 9/8/10, <yinur@ymail.com> wrote:

> From: <yinur@ymail.com>
> Subject: st: ivprob and exogeneity test for multiple endogenous variables
> To: statalist@hsphsun2.harvard.edu
> Date: Monday, 9 August, 2010, 20:17
> 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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