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st: Wald test of exogeneity in ivtobit

From   Montserrat Viladrich Grau <>
Subject   st: Wald test of exogeneity in ivtobit
Date   Wed, 24 Nov 2010 17:31:05 +0100

Hello, I am running some maximum likelihood tobits with two endogenous regressor (ivtobit). Stata reports the result of a Wald test of exogeneity at the bottom and I want to make sure that am giving the right interpretation: a rejection of the null hypothesis of exogeneity would mean that nstrumenting the endogenous variable was the APPROPIATE DECISION. Or does it mean that even after instrumenting the endogeneity problem persists in my model? Any help would be appreciated


Montserrat Viladrich Grau

Catedràtica d’Universitat

Dept. Administració d’Empreses - ETSEA

Av. Rovira Roure 191

Lleida, 25198, Spain

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