Tests of endogeneity of: CPU H0: Regressor is exogenous Wu-Hausman F test: 0.68187 F(1,2180) P-value = 0.40903 Durbin-Wu-Hausman chi-sq test: 0.68353 Chi-sq(1) P-value = 0.40837 期刊排版 (完)
Stata 5: How do I test endogeneity? How do I perform a Durbin–Wu–Hausman test? TitleStata 5: Durbin–Wu–Hausman test (augmented regression test) for endogeneity AuthorRonna Cong, StataCorp Before estimating the following simultaneous equations, ...
To statalist@hsphsun2.harvard.edu Subject st: Re: how to make Durbin–Wu–Hausman test for the equation? Date Sun, 16 Dec 2012 13:50:19 -0800 (PST)Hi Qian, I can answer your first questions about the endogeneity test. I am assuming that chine_exp is the endogenous variable, and di...