[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: RE: ivprobit and wald test of exogeneity
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.
> -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?
* For searches and help try: