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st: re: testing for endogeneity with cluster()


From   Christopher Baum <[email protected]>
To   [email protected]
Subject   st: re: testing for endogeneity with cluster()
Date   Tue, 7 Oct 2008 14:29:02 -0400

<>
Please see Baum-Schaffer-Stillman article in Stata Journal, 2003. Freely available from the SJ website or IDEAS as it is more than 3 years old.

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


Ritashree said

What is the difference between the standard Hausman test and the test
of endogeneity reported by "ivreg2"?

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