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
[email protected]
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?
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
