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st: RE: ivprobit and wald test of exogeneity


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: ivprobit and wald test of exogeneity
Date   Thu, 5 Jan 2006 23:01:28 -0000

For "wald" read "Wald". 

Only exceptionally are references given in help files. 

The exceptions are usually user-written ados and 
commands added within releases. 

Neither applies here. 

Several useful references are given at [R] ivprobit. 

Nick 
n.j.cox@durham.ac.uk 

Tinna
 
> -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?

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