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re: Re: st: Exogeneity Test for Tobit in STATA

From   Christopher Baum <>
To   "" <>
Subject   re: Re: st: Exogeneity Test for Tobit in STATA
Date   Fri, 13 Jan 2012 11:29:24 -0500

Austin said

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.

Agreed, but more specifically to the question Pattarawan might want to   find it overid   (SSC: Baum, Schaffer, Stillman &  Wiggins)

And it is spelled Stata, not STATA, unless you're shouting.


Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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