Thursday, January 05, 2006

st: ivprobit and wald test of exogeneity

Dear Statalisters,

-ivprobit- reports results from a "wald test of exogeneity"

I am unfamiliar with this test and am having a tough time finding information regarding it. There is no reference of it in -help ivprobit- and my Internet search is failing miserably.

Currently I am using Durbin-Wu-Hausman for exogeneity checking, but cant but wonder about this mysterious test being reported by stata.

Can anyone guide me toward the answer?


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