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st: Wald test of exogeneity in ivtobit
From
Montserrat Viladrich Grau <[email protected]>
To
[email protected]
Subject
st: Wald test of exogeneity in ivtobit
Date
Wed, 24 Nov 2010 17:31:05 +0100
Hello, I am running some maximum likelihood tobits with two endogenous
regressor (ivtobit). Stata reports the result of a Wald test of
exogeneity at the bottom and I want to make sure that am giving the
right interpretation: a rejection of the null hypothesis of exogeneity
would mean that nstrumenting the endogenous variable was the APPROPIATE
DECISION. Or does it mean that even after instrumenting the endogeneity
problem persists in my model? Any help would be appreciated
--
Montserrat Viladrich Grau
Catedràtica d’Universitat
Dept. Administració d’Empreses - ETSEA
Av. Rovira Roure 191
Lleida, 25198, Spain
www.grema.udl.cat
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