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st: ivprobit and wald test of exogeneity


From   Tinna <statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivprobit and wald test of exogeneity
Date   Thu, 5 Jan 2006 17:51:20 -0500

Dear Statalisters,

-ivprobit- reports results from a "wald test of exogeneity"

I am unfamiliar with this test and am having a tough time finding
information regarding it. There is no reference of it in -help
ivprobit- and my Internet search is failing miserably.

Currently I am using Durbin-Wu-Hausman for exogeneity checking, but
cant but wonder about this mysterious test being reported by stata.

Can anyone guide me toward the answer?

Tinna

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