On the first part:
-ivprobit- automatically reports a test of exogeneity (same thing as a
test of endogeneity). Martin's answer also applies to the first part -
you need an instrument in order to run -ivprobit-.
If you want to test the validity (exogeneity) of your instruments, and
the equation is overidentified (#IVs > #endog regressors), use -overid-,
available from ssc-idea in the usual way.
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Martin Weiss
> Sent: Wednesday, September 24, 2008 9:36 AM
> To: [email protected]
> Subject: st: RE: Detect endogeneity in Probit
>
> On the second part: find an instrument and plug it into -ivprobit-
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Filippo Pericoli
> Sent: Wednesday, September 24, 2008 10:31 AM
> To: [email protected]
> Subject: st: Detect endogeneity in Probit
>
> Dear all,
> I am estimating a Probit model and I would like to know how
> to test for endogeneity. Moreover, if I find that a regressor
> is endogenous, how can I correct the endogeneity bias in
> Stata (Stata 8)?
>
> Best regards,
> Filippo Pericoli
>
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