Thanks all for the solution.
Trevor
--- Mark Schaffer <[email protected]> wrote:
> Trevor,
>
> > Hi All,
> > I want to test endogeneity for a binary variable
> in a
> > simple OLS regression. I do not know whether I can
> use
> > Hausman-Wu test. Can any one suggest me what to
> do.
> > Thanks,
> > Trevor
>
> You can do a Durbin-Wu-Hausman test if the
> potentially endogenous
> regressor is binary. -ivendog-, available from
> ssc-archives, will do it
> for you, and also has some references about it.
>
> Hope this helps.
>
> --Mark
>
> >
> >
> >
> >
> >
> >
> >
>
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>
>
> Prof. Mark Schaffer
> Director, CERT
> Department of Economics
> School of Management & Languages
> Heriot-Watt University, Edinburgh EH14 4AS
> tel +44-131-451-3494 / fax +44-131-451-3294
> email: [email protected]
> web: http://www.sml.hw.ac.uk/ecomes
>
>
>
>
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