st: Smith-Blundell test (1986) for effects of endogeneity after probit, tobit

[Danny Dan <danny2011dan@gmail.com>]

Hello Friends,

I have a question related to the -probexog- and the -tobexog- commands
in Stata (written by Prof. Christopher F Baum, Boston College, USA).
-probexog- and the -tobexog- calculate the "Smith-Blundell test (1986)
for effects of endogeneity after probit, tobit". These tests are based
on the two-step procedure (analogous to Rivers-Vuong method for binary
response models) as proposed by Smith and Blundell (1986).

I know that Smith-Blundell test for tobit model can be used with
continuous endogenous explanatory variable (Econometric Analysis of
Cross Section and Panel data, Wooldridge 2002, page 531). Could you
please let me know whether these tests (-probexog- and -tobexog-) can
also be used when the endogenous explanatory variable is either binary
or censored?

Please let me know if my question needs further clarification.

Thank you for your time.

Please help.

Regards,

Dan
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