Tinna,
> Dear Statalisters,
>
> Why doesn't -ivendog- (Hausman tests) work after two stage estimations
> with robust errors?
Because the test statistic isn't robust. If you want a robust test
statistic for endogeneity, you can use the -orthog- option of -ivreg2-.
Hope this helps.
Cheers,
Mark
> Thanks
> Tinna
>
> *
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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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