Thursday, January 05, 2006

st: RE: ivprobit and wald test of exogeneity

For "wald" read "Wald".

Only exceptionally are references given in help files.

The exceptions are usually user-written ados and commands added within releases.

Neither applies here.

Several useful references are given at [R] ivprobit.


Tinna > -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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