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?
* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
Links to this post: