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st: dmexog revision

From   baum <[email protected]>
To   StataList <[email protected]>
Subject   st: dmexog revision
Date   Sun, 21 Jul 2002 10:11:44 -0400

The dmexog routine, which calculates a test for exogeneity after an instrumental variables regression, has been improved, an obscure bug (involving pweights) removed, and proper credit given to the inventors of this test. The help file has been rewritten (thanks to Mark Schaffer), with better references to the literature underlying this methodology.

The revised routine is available from SSC via ssc install dmexog.

Kit Baum and Steven Stillman

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