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Re: st: Exogeneity Test for Tobit in STATA

From   Austin Nichols <>
Subject   Re: st: Exogeneity Test for Tobit in STATA
Date   Fri, 13 Jan 2012 11:07:39 -0500

Pattarawan Watcharaanantapong <>:
You might want to look at
and try out some examples in the -gmm- manual entry that are analogous
to examples for -ivregress-.

There is no simple advice on choosing a good instrument; it requires
good institutional knowledge and good econometric intuition.

On Wed, Jan 11, 2012 at 1:30 PM, Pattarawan Watcharaanantapong
<> wrote:
> Hello Everyone,
>        I have some questions, do you know what is different between
> exogenous, endogenous, and instrument variables? and How can I choose
> variable to be instrument variable? Thank you.
> Tan

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