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st: Instrument testing for dummy variable
From
"Huang, Bryan" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Instrument testing for dummy variable
Date
Tue, 11 Feb 2014 15:30:00 +0000
Dear Statalisters,
I have a potentially endogenous variable which I have found a possible instrument for, in a panel dataset. Both of these variables are dummy variables, and I am unsure as to 1) how I can conduct the Hausman-Wu test for instrument appropriateness, and 2) whether I need to locate a set of exogenous regressors to regress the instrument as part of the test, which may not exist in the current dataset.
Regards,
Bryan Huang
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