st: is there any hausman test for choice models

[Kit Baum <baum@bc.edu>]

Alvaro said

I've seen some of the discussion about the method to implement the
estimation but I haven't found anything on the test of endogeneity
for choice models. Is there anything available on this problem?

The ivprobit routine provides a test that \rho (or its transformation  
\athrho) is zero. If \rho in that context is not zero, then there is  
an endogeneity issue, correct? I believe that a \rho significantly  
different from zero implies that the standard (uninstrumented) probit  
would be inappropriate.

Kit

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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