endogtest |

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

See
“Regressor Endogeneity Test” for a discussion.