Performs the regressor endogeneity test
The endogtest view of an equation carries out the Regressor Endogeneity/Donald-Wu Test for equations estimated via TSLS or GMM.
Syntax
eq_name.endogtest regressors
Options
prompt | Force the dialog to appear from within a program. |
Regressors
A list of equation regressors to be tested for endogeneity. Note the regressors must have been included in the original equation.
Examples
equation eq1.gmm y c x1 x2 @ z1 z2 z3 z4
e1.endogtest x1
estimates an equation, called EQ1, and estimates it via GMM, and then performs the Endogeneity Test, where X1 is tested for endogeneity.
Cross-references